+20.7%
XYZ vs LNG
+42.0%
-21.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -6.2% | +21.5% | +13.6% |
| 7D | +16.5% | -1.9% | +18.4% | +15.8% |
| 30D | +15.0% | +6.2% | +8.7% | +16.2% |
| 3M | +3.5% | +13.7% | -10.2% | +6.8% |
| 6M | +21.9% | +7.5% | +14.4% | +26.4% |
| YTD | +34.6% | +51.3% | -16.7% | +33.8% |
| 1Y | +20.7% | +42.6% | -21.9% | +16.8% |
| All | +20.7% | +42.0% | -21.2% | +16.8% |
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 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