+92.5%
USB vs LNG
+65.6%
+26.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.5% |
| 7D | -1.5% | -12.3% | +10.9% | +0.3% |
| 30D | +4.3% | +1.6% | +2.7% | +3.6% |
| 3M | -6.1% | +10.0% | -16.1% | -8.0% |
| 6M | +9.4% | +4.2% | +5.2% | +7.9% |
| YTD | +15.2% | +44.8% | -29.7% | +4.2% |
| 1Y | +32.8% | +37.3% | -4.5% | +21.6% |
| All | +92.5% | +65.6% | +26.9% | +69.1% |
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