-21.1%
GIS vs LNG
+562.2%
-583.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.4% | -4.7% | -1.7% | -6.1% |
| 30D | -6.1% | +3.8% | -9.9% | -6.3% |
| 3M | +7.8% | +16.2% | -8.3% | +6.8% |
| 6M | -8.8% | +11.7% | -20.5% | -9.5% |
| YTD | -19.1% | +44.2% | -63.3% | -21.0% |
| 1Y | -24.8% | +18.6% | -43.3% | -25.7% |
| 3Y | -37.6% | +77.4% | -115.0% | -40.2% |
| 5Y | -25.4% | +232.3% | -257.7% | -32.0% |
| All | -21.1% | +562.2% | -583.3% | -32.5% |
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 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