+833.1%
GLW vs LNG
+561.0%
+272.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | +11.7% | -4.5% | +16.2% | +13.0% |
| 30D | +2.7% | +4.7% | -2.0% | +1.1% |
| 3M | -2.8% | +15.1% | -18.0% | -7.5% |
| 6M | +20.2% | +13.6% | +6.6% | +13.6% |
| YTD | +87.3% | +44.0% | +43.3% | +63.3% |
| 1Y | +119.6% | +18.4% | +101.2% | +103.7% |
| 3Y | +453.7% | +75.9% | +377.8% | +343.2% |
| 5Y | +376.1% | +231.7% | +144.4% | +191.5% |
| All | +833.1% | +561.0% | +272.1% | +343.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling