+533.2%
XYZ vs LNG
+527.4%
+5.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -1.0% | +3.4% | -4.4% | -2.3% |
| 30D | -1.7% | +14.9% | -16.6% | -7.2% |
| 3M | +16.7% | +21.4% | -4.6% | +7.0% |
| 6M | +26.9% | +17.8% | +9.0% | +15.9% |
| YTD | +27.1% | +51.3% | -24.1% | +4.5% |
| 1Y | +9.3% | +24.4% | -15.2% | -2.7% |
| 3Y | +42.3% | +79.7% | -37.4% | +6.7% |
| 5Y | -69.3% | +241.3% | -310.6% | -83.1% |
| 10Y | +586.8% | +603.1% | -16.3% | +168.5% |
| All | +533.2% | +527.4% | +5.8% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling