+954.6%
ASX vs LNG
+544.0%
+410.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.5% | +11.6% | +7.3% |
| 7D | +6.3% | -6.2% | +12.5% | +7.6% |
| 30D | +6.4% | +8.0% | -1.6% | +4.3% |
| 3M | +13.1% | +16.9% | -3.8% | +8.3% |
| 6M | +90.3% | +8.7% | +81.6% | +83.6% |
| YTD | +149.6% | +43.0% | +106.6% | +123.2% |
| 1Y | +249.2% | +19.4% | +229.7% | +227.2% |
| 3Y | +445.9% | +74.7% | +371.2% | +354.3% |
| 5Y | +477.7% | +222.4% | +255.3% | +292.0% |
| All | +954.6% | +544.0% | +410.6% | +433.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling