+221.2%
UPS vs LNG
+20,923.3%
-20,702.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -1.4% |
| 7D | -2.1% | -6.2% | +4.0% | -1.7% |
| 30D | -2.3% | +8.0% | -10.3% | -2.8% |
| 3M | -5.2% | +16.9% | -22.1% | -6.2% |
| 6M | +1.4% | +8.7% | -7.3% | +0.6% |
| YTD | +6.1% | +43.0% | -36.9% | +3.5% |
| 1Y | +27.0% | +19.4% | +7.6% | +25.2% |
| 3Y | -25.9% | +74.7% | -100.6% | -29.0% |
| 5Y | -34.6% | +222.4% | -257.0% | -39.9% |
| 10Y | +36.2% | +532.2% | -496.1% | +19.0% |
| All | +221.2% | +20,923.3% | -20,702.1% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling