+115.0%
UMC vs LNG
+42.0%
+73.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.2% | +4.1% | -4.8% |
| 7D | -14.7% | -1.9% | -12.7% | -14.8% |
| 30D | -32.9% | +6.2% | -39.1% | -30.1% |
| 3M | -22.2% | +13.7% | -35.9% | -15.8% |
| 6M | +25.9% | +7.5% | +18.4% | +36.4% |
| YTD | +107.9% | +51.3% | +56.6% | +165.7% |
| 1Y | +115.0% | +42.6% | +72.4% | +165.5% |
| All | +115.0% | +42.0% | +73.1% | +165.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling