+159.7%
GILD vs LNG
+562.2%
-402.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -4.8% | -4.7% | -0.1% | -4.4% |
| 30D | +5.8% | +3.8% | +2.0% | +5.4% |
| 3M | +14.9% | +16.2% | -1.2% | +13.4% |
| 6M | -0.4% | +11.7% | -12.0% | -1.6% |
| YTD | +18.5% | +44.2% | -25.7% | +14.3% |
| 1Y | +25.1% | +18.6% | +6.6% | +22.8% |
| 3Y | +105.9% | +77.4% | +28.5% | +93.1% |
| 5Y | +143.0% | +232.3% | -89.3% | +109.6% |
| All | +159.7% | +562.2% | -402.5% | +110.8% |
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