+123.2%
GLW vs LNG
+23.0%
+100.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.8% |
| 7D | +3.8% | +3.4% | +0.3% | +5.0% |
| 30D | -1.3% | +14.9% | -16.2% | +3.8% |
| 3M | -21.8% | +21.4% | -43.2% | -15.4% |
| 6M | +6.9% | +17.8% | -10.9% | +13.2% |
| YTD | +77.2% | +51.3% | +25.9% | +91.5% |
| 1Y | +123.2% | +24.4% | +98.8% | +150.1% |
| All | +123.2% | +23.0% | +100.2% | +150.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling