+411.8%
GE vs LNG
+211.7%
+200.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +2.7% | +11.3% | -8.7% | +1.1% |
| 30D | +8.1% | +10.6% | -2.6% | +6.2% |
| 3M | -7.9% | +16.1% | -24.0% | -10.2% |
| 6M | +12.9% | +29.6% | -16.6% | +7.6% |
| YTD | +8.2% | +60.3% | -52.2% | -3.2% |
| 1Y | +9.7% | +46.1% | -36.4% | +0.2% |
| 3Y | +266.1% | +85.9% | +180.2% | +218.8% |
| All | +411.8% | +211.7% | +200.1% | +286.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling