+409.4%
GE vs LNG
+228.1%
+181.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.0% | -4.7% | +0.7% | -3.3% |
| 30D | -11.4% | +3.8% | -15.2% | -12.0% |
| 3M | -2.6% | +16.2% | -18.8% | -5.4% |
| 6M | -0.3% | +11.7% | -12.0% | -3.5% |
| YTD | +5.4% | +44.2% | -38.9% | -4.1% |
| 1Y | +15.5% | +18.6% | -3.0% | +10.1% |
| 3Y | +260.8% | +77.4% | +183.4% | +214.9% |
| All | +409.4% | +228.1% | +181.2% | +264.4% |
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