+216.9%
B vs LNG
+813.5%
-596.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.8% | -3.3% |
| 7D | -6.2% | +10.9% | -17.1% | -7.1% |
| 30D | -6.6% | +8.1% | -14.7% | -7.5% |
| 3M | -7.9% | +15.7% | -23.6% | -9.5% |
| 6M | -16.8% | +27.2% | -44.0% | -19.3% |
| YTD | -11.7% | +60.7% | -72.4% | -17.5% |
| 1Y | +3.5% | +46.3% | -42.8% | -2.2% |
| 3Y | +165.7% | +85.6% | +80.1% | +141.5% |
| 5Y | +108.4% | +211.6% | -103.2% | +78.2% |
| All | +216.9% | +813.5% | -596.6% | +134.1% |
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