+9.3%
XYZ vs LNG
+23.0%
-13.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.6% |
| 7D | -1.0% | +3.4% | -4.4% | -0.2% |
| 30D | -1.7% | +14.9% | -16.6% | +1.2% |
| 3M | +16.7% | +21.4% | -4.6% | +20.8% |
| 6M | +26.9% | +17.8% | +9.0% | +27.0% |
| YTD | +27.1% | +51.3% | -24.1% | +22.7% |
| 1Y | +9.3% | +24.4% | -15.2% | +5.9% |
| All | +9.3% | +23.0% | -13.8% | +5.9% |
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