-39.0%
U vs LNG
+502.7%
-541.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.8% | +3.4% | -7.2% | -4.9% |
| 30D | +17.5% | +14.9% | +2.6% | +12.5% |
| 3M | +38.7% | +21.4% | +17.3% | +29.9% |
| 6M | +104.4% | +17.8% | +86.6% | +90.9% |
| YTD | -5.7% | +51.3% | -57.0% | -19.7% |
| 1Y | +3.7% | +24.4% | -20.8% | -5.4% |
| 3Y | +12.3% | +79.7% | -67.4% | -10.4% |
| 5Y | -68.8% | +241.3% | -310.1% | -78.8% |
| All | -39.0% | +502.7% | -541.8% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling