+68.3%
V vs LNG
+222.4%
-154.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -0.7% |
| 7D | -1.1% | -6.2% | +5.1% | 0.0% |
| 30D | +1.9% | +8.0% | -6.1% | +0.4% |
| 3M | +15.5% | +16.9% | -1.4% | +12.1% |
| 6M | +16.6% | +8.7% | +7.9% | +14.2% |
| YTD | +5.7% | +43.0% | -37.3% | -2.2% |
| 1Y | +8.6% | +19.4% | -10.9% | +4.1% |
| 3Y | +52.5% | +74.7% | -22.2% | +34.1% |
| All | +68.3% | +222.4% | -154.1% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling