+11.6%
W vs LNG
+19.6%
-8.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.2% |
| 7D | +0.5% | -4.5% | +5.0% | -2.2% |
| 30D | -5.6% | +4.7% | -10.2% | -2.5% |
| 3M | +41.9% | +15.1% | +26.8% | +55.6% |
| 6M | +30.2% | +13.6% | +16.7% | +37.4% |
| YTD | -2.9% | +44.0% | -46.9% | +5.3% |
| 1Y | +11.6% | +18.4% | -6.8% | +16.2% |
| All | +11.6% | +19.6% | -8.0% | +16.2% |
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