+75.7%
V vs LNG
+86.1%
-10.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.4% |
| 7D | -0.4% | +10.9% | -11.3% | -1.7% |
| 30D | +6.3% | +8.1% | -1.8% | +4.9% |
| 3M | +17.2% | +15.7% | +1.5% | +14.4% |
| 6M | +29.2% | +27.2% | +2.0% | +24.3% |
| YTD | +20.8% | +60.7% | -39.9% | +10.3% |
| 1Y | +25.0% | +46.3% | -21.3% | +16.3% |
| All | +75.7% | +86.1% | -10.4% | +59.8% |
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 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