+1,667.1%
GE vs LNG
+1,255.2%
+411.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +2.7% | +11.3% | -8.7% | +2.2% |
| 30D | +8.1% | +10.6% | -2.6% | +7.5% |
| 3M | -7.9% | +16.1% | -24.0% | -8.5% |
| 6M | +12.9% | +29.6% | -16.6% | +11.5% |
| YTD | +8.2% | +60.3% | -52.2% | +5.6% |
| 1Y | +9.7% | +46.1% | -36.4% | +7.5% |
| 3Y | +266.1% | +85.9% | +180.2% | +254.9% |
| 5Y | +407.4% | +210.8% | +196.5% | +379.7% |
| 10Y | +150.3% | +808.8% | -658.5% | +126.7% |
| All | +1,667.1% | +1,255.2% | +411.9% | +1,278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling