+11.9%
U vs LNG
+73.1%
-61.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.4% | -6.7% | +11.1% | +6.0% |
| 30D | -1.3% | +3.9% | -5.2% | -2.5% |
| 3M | +49.6% | +15.5% | +34.1% | +42.8% |
| 6M | +100.2% | +10.5% | +89.7% | +91.1% |
| YTD | -3.7% | +43.0% | -46.7% | -17.7% |
| 1Y | -6.5% | +18.9% | -25.4% | -13.4% |
| All | +11.9% | +73.1% | -61.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling