+26.2%
UPS vs LNG
+19.2%
+7.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.0% | -4.7% | +2.7% | -2.6% |
| 30D | -2.0% | +3.8% | -5.8% | -1.3% |
| 3M | -6.2% | +16.2% | -22.4% | -4.0% |
| 6M | +2.8% | +11.7% | -8.9% | +4.0% |
| YTD | +5.9% | +44.2% | -38.3% | +10.5% |
| 1Y | +26.2% | +18.6% | +7.7% | +30.0% |
| All | +26.2% | +19.2% | +7.1% | +30.0% |
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