+47.7%
XYZ vs LNG
+86.5%
-38.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.0% | +3.4% | -4.4% | -1.7% |
| 30D | -1.7% | +14.9% | -16.6% | -4.9% |
| 3M | +16.7% | +21.4% | -4.6% | +10.6% |
| 6M | +26.9% | +17.8% | +9.0% | +18.9% |
| YTD | +27.1% | +51.3% | -24.1% | +7.3% |
| 1Y | +9.3% | +24.4% | -15.2% | +0.1% |
| All | +47.7% | +86.5% | -38.8% | +8.5% |
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