+816.6%
GLD vs LNG
+1,156.6%
-340.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.5% | +3.4% | -3.9% | -0.5% |
| 30D | +4.4% | +14.9% | -10.5% | +4.3% |
| 3M | -1.1% | +21.4% | -22.5% | -1.2% |
| 6M | -13.8% | +17.8% | -31.6% | -13.9% |
| YTD | +2.6% | +51.3% | -48.6% | +2.3% |
| 1Y | +24.5% | +24.4% | +0.1% | +24.3% |
| 3Y | +125.8% | +79.7% | +46.2% | +124.8% |
| 5Y | +137.8% | +241.3% | -103.5% | +135.9% |
| 10Y | +221.4% | +603.1% | -381.8% | +217.3% |
| All | +816.6% | +1,156.6% | -340.0% | +949.3% |
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