+119.6%
GLW vs LNG
+19.6%
+100.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -2.9% |
| 7D | +11.7% | -4.5% | +16.2% | +9.9% |
| 30D | +2.7% | +4.7% | -2.0% | +4.5% |
| 3M | -2.8% | +15.1% | -18.0% | +3.2% |
| 6M | +20.2% | +13.6% | +6.6% | +25.6% |
| YTD | +87.3% | +44.0% | +43.3% | +99.8% |
| 1Y | +119.6% | +18.4% | +101.2% | +139.5% |
| All | +119.6% | +19.6% | +100.0% | +139.5% |
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