+138.9%
GLD vs LNG
+218.5%
-79.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.7% | -1.6% |
| 7D | +0.7% | -6.2% | +6.9% | +0.9% |
| 30D | +0.3% | +8.0% | -7.7% | +0.1% |
| 3M | +0.6% | +16.9% | -16.3% | +0.2% |
| 6M | -15.6% | +8.7% | -24.2% | -16.0% |
| YTD | +0.9% | +43.0% | -42.1% | -1.2% |
| 1Y | +19.4% | +19.4% | 0.0% | +18.0% |
| 3Y | +124.5% | +74.7% | +49.8% | +116.5% |
| 5Y | +138.9% | +222.4% | -83.5% | +132.4% |
| All | +138.9% | +218.5% | -79.5% | +132.4% |
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