+31.6%
USB vs LNG
+45.0%
-13.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | 0.0% |
| 7D | -0.5% | +4.5% | -5.1% | -0.5% |
| 30D | +5.7% | +8.0% | -2.3% | +5.6% |
| 3M | -4.7% | +15.0% | -19.7% | -4.4% |
| 6M | +13.4% | +27.1% | -13.7% | +14.1% |
| YTD | +17.0% | +58.1% | -41.1% | +20.8% |
| All | +31.6% | +45.0% | -13.4% | +28.5% |
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