+96.2%
AGG vs LNG
+9,817.3%
-9,721.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.1% | -4.7% | +3.6% | -1.1% |
| 30D | -1.1% | +3.8% | -5.0% | -1.1% |
| 3M | -1.9% | +16.2% | -18.1% | -1.8% |
| 6M | -1.7% | +11.7% | -13.4% | -1.6% |
| YTD | -1.3% | +44.2% | -45.5% | -1.0% |
| 1Y | -0.7% | +18.6% | -19.3% | -0.6% |
| 3Y | +12.5% | +77.4% | -64.9% | +13.0% |
| 5Y | -2.5% | +232.3% | -234.7% | -1.5% |
| 10Y | +14.2% | +550.1% | -535.9% | +16.2% |
| All | +96.2% | +9,817.3% | -9,721.1% | +111.0% |
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