+40.6%
GLW vs LNG
+42.0%
-1.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.2% | +0.3% | -7.9% |
| 7D | -9.5% | -1.9% | -7.5% | -9.6% |
| 30D | -25.5% | +6.2% | -31.7% | -23.0% |
| 3M | -25.6% | +13.7% | -39.3% | -20.9% |
| 6M | -25.5% | +7.5% | -33.0% | -22.0% |
| YTD | +36.4% | +51.3% | -14.9% | +55.4% |
| 1Y | +40.6% | +42.6% | -2.0% | +57.2% |
| All | +40.6% | +42.0% | -1.4% | +57.2% |
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