+34.4%
UNP vs LNG
+19.2%
+15.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.8% | -4.7% | +2.9% | -1.5% |
| 30D | -2.7% | +3.8% | -6.5% | -3.0% |
| 3M | +6.5% | +16.2% | -9.7% | +5.4% |
| 6M | +14.4% | +11.7% | +2.7% | +12.3% |
| YTD | +24.8% | +44.2% | -19.4% | +17.3% |
| 1Y | +34.4% | +18.6% | +15.9% | +33.7% |
| All | +34.4% | +19.2% | +15.3% | +33.7% |
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