-68.9%
U vs LNG
+229.3%
-298.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | 0.0% | -4.5% | +4.4% | +1.3% |
| 30D | -4.1% | +4.7% | -8.8% | -5.8% |
| 3M | +57.8% | +15.1% | +42.7% | +49.3% |
| 6M | +103.5% | +13.6% | +90.0% | +90.9% |
| YTD | -4.8% | +44.0% | -48.7% | -19.1% |
| 1Y | -2.4% | +18.4% | -20.8% | -10.3% |
| 3Y | +11.7% | +75.9% | -64.2% | -12.9% |
| 5Y | -68.9% | +231.7% | -300.5% | -79.0% |
| All | -68.9% | +229.3% | -298.1% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling