+35.3%
W vs LNG
+73.1%
-37.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | +5.9% | -6.7% | +12.6% | +5.8% |
| 30D | -3.0% | +3.9% | -6.9% | -3.1% |
| 3M | +40.3% | +15.5% | +24.8% | +38.8% |
| 6M | +32.2% | +10.5% | +21.7% | +29.1% |
| YTD | -0.3% | +43.0% | -43.3% | -10.0% |
| 1Y | +16.2% | +18.9% | -2.7% | +11.0% |
| All | +35.3% | +73.1% | -37.8% | +22.7% |
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