+199.9%
B vs LNG
+561.0%
-361.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -5.0% | -4.5% | -0.6% | -4.6% |
| 30D | +8.7% | +4.7% | +4.0% | +8.1% |
| 3M | +17.3% | +15.1% | +2.2% | +15.1% |
| 6M | -5.0% | +13.6% | -18.6% | -7.3% |
| YTD | +1.4% | +44.0% | -42.5% | -4.3% |
| 1Y | +50.5% | +18.4% | +32.1% | +45.9% |
| 3Y | +194.4% | +75.9% | +118.5% | +167.7% |
| 5Y | +156.7% | +231.7% | -75.0% | +115.4% |
| All | +199.9% | +561.0% | -361.1% | +124.6% |
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