+31.8%
USB vs LNG
+35.3%
-3.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | 0.0% | -15.9% | +15.9% | -0.5% |
| 30D | +5.8% | +2.1% | +3.7% | +5.7% |
| 3M | -6.0% | +4.8% | -10.8% | -5.9% |
| 6M | +7.8% | +6.8% | +1.0% | +7.3% |
| YTD | +14.6% | +44.0% | -29.4% | +17.6% |
| 1Y | +31.8% | +34.9% | -3.1% | +32.7% |
| All | +31.8% | +35.3% | -3.5% | +32.7% |
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