+16.7%
BABA vs LNG
+545.4%
-528.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.6% |
| 7D | -0.2% | -6.2% | +6.0% | +1.1% |
| 30D | -12.3% | +8.0% | -20.3% | -13.7% |
| 3M | -5.3% | +16.9% | -22.2% | -8.5% |
| 6M | -13.1% | +8.7% | -21.7% | -15.5% |
| YTD | -22.4% | +43.0% | -65.4% | -29.2% |
| 1Y | -19.5% | +19.4% | -38.9% | -23.5% |
| 3Y | +32.9% | +74.7% | -41.8% | +12.9% |
| 5Y | -29.9% | +222.4% | -252.3% | -50.3% |
| 10Y | +16.7% | +532.2% | -515.5% | -28.7% |
| All | +16.7% | +545.4% | -528.7% | -28.7% |
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