+28.1%
XYZ vs LNG
+42.8%
-14.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.4% | -2.6% |
| 7D | +12.6% | -5.5% | +18.1% | +11.1% |
| 30D | +10.8% | +5.7% | +5.1% | +11.9% |
| 3M | +8.4% | +10.7% | -2.4% | +10.8% |
| 6M | +14.3% | +23.1% | -8.7% | +19.4% |
| YTD | +31.5% | +52.4% | -20.9% | +30.3% |
| 1Y | +28.1% | +40.0% | -11.9% | +22.2% |
| All | +28.1% | +42.8% | -14.7% | +22.2% |
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