-12.1%
DOW vs LNG
+326.8%
-338.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -1.4% | -4.7% | +3.3% | +0.5% |
| 30D | -3.9% | +3.8% | -7.8% | -5.6% |
| 3M | -12.7% | +16.2% | -28.8% | -18.1% |
| 6M | -13.7% | +11.7% | -25.4% | -17.8% |
| YTD | +28.4% | +44.2% | -15.8% | +10.0% |
| 1Y | +21.8% | +18.6% | +3.2% | +12.8% |
| 3Y | -35.7% | +77.4% | -113.1% | -51.5% |
| 5Y | -36.8% | +232.3% | -269.1% | -67.9% |
| All | -12.1% | +326.8% | -338.9% | -62.0% |
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 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