+843.3%
GIS vs LNG
+1,108.8%
-265.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -1.5% |
| 7D | -8.3% | -6.2% | -2.1% | -8.2% |
| 30D | +2.2% | +8.0% | -5.8% | +2.1% |
| 3M | +15.7% | +16.9% | -1.2% | +15.5% |
| 6M | -12.0% | +8.7% | -20.6% | -12.0% |
| YTD | -15.0% | +43.0% | -58.0% | -15.2% |
| 1Y | -20.1% | +19.4% | -39.6% | -20.3% |
| 3Y | -34.6% | +74.7% | -109.3% | -34.9% |
| 5Y | -22.8% | +222.4% | -245.3% | -23.6% |
| 10Y | -18.5% | +532.2% | -550.7% | -19.9% |
| All | +843.3% | +1,108.8% | -265.6% | +837.4% |
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