-63.7%
XYZ vs LNG
+211.7%
-275.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.1% | +2.9% |
| 7D | -1.1% | +11.3% | -12.4% | -4.1% |
| 30D | +11.5% | +10.6% | +0.9% | +7.3% |
| 3M | +1.8% | +16.1% | -14.3% | -3.8% |
| 6M | +21.2% | +29.6% | -8.3% | +9.3% |
| YTD | +29.9% | +60.3% | -30.4% | +5.4% |
| 1Y | +35.8% | +46.1% | -10.3% | +14.3% |
| 3Y | +62.6% | +85.9% | -23.4% | +21.7% |
| All | -63.7% | +211.7% | -275.4% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling