+58.1%
XYZ vs LNG
+86.1%
-28.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.7% | -4.3% |
| 7D | -2.1% | +10.9% | -13.1% | -3.8% |
| 30D | +7.0% | +8.1% | -1.1% | +4.8% |
| 3M | +5.1% | +15.7% | -10.6% | +1.3% |
| 6M | +14.1% | +27.2% | -13.2% | +6.5% |
| YTD | +26.4% | +60.7% | -34.3% | +4.1% |
| 1Y | +25.1% | +46.3% | -21.2% | +7.3% |
| All | +58.1% | +86.1% | -28.0% | +18.5% |
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