+43.8%
UNP vs LNG
+73.1%
-29.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.7% | -6.7% | +5.0% | -0.9% |
| 30D | -2.1% | +3.9% | -6.0% | -2.6% |
| 3M | +5.4% | +15.5% | -10.1% | +3.5% |
| 6M | +13.4% | +10.5% | +2.9% | +11.3% |
| YTD | +25.0% | +43.0% | -18.0% | +17.8% |
| 1Y | +34.6% | +18.9% | +15.7% | +30.5% |
| All | +43.8% | +73.1% | -29.3% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling