+207.2%
UMC vs LNG
+23.0%
+184.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.8% |
| 7D | +5.0% | +3.4% | +1.5% | +6.5% |
| 30D | +7.7% | +14.9% | -7.2% | +14.6% |
| 3M | +1.7% | +21.4% | -19.7% | +12.3% |
| 6M | +113.9% | +17.8% | +96.1% | +133.0% |
| YTD | +168.9% | +51.3% | +117.6% | +210.1% |
| 1Y | +207.2% | +24.4% | +182.8% | +268.3% |
| All | +207.2% | +23.0% | +184.2% | +268.3% |
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