+9.4%
USB vs LNG
+3.5%
+5.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.9% |
| 7D | -1.5% | -12.3% | +10.9% | -1.0% |
| 30D | +4.3% | +1.6% | +2.7% | +3.4% |
| 3M | -6.1% | +10.0% | -16.1% | -7.3% |
| 6M | +9.4% | +4.2% | +5.2% | +6.8% |
| All | +9.4% | +3.5% | +5.9% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling