+144.1%
UMC vs LNG
+228.1%
-84.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.0% | -4.7% | +13.7% | +9.6% |
| 30D | +17.2% | +3.8% | +13.4% | +16.5% |
| 3M | +11.4% | +16.2% | -4.8% | +8.8% |
| 6M | +137.5% | +11.7% | +125.8% | +131.4% |
| YTD | +193.1% | +44.2% | +148.9% | +169.6% |
| 1Y | +240.3% | +18.6% | +221.7% | +227.2% |
| 3Y | +262.2% | +77.4% | +184.8% | +213.5% |
| All | +144.1% | +228.1% | -84.0% | +90.4% |
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