+339.2%
GLW vs LNG
+85.6%
+253.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +7.7% | +11.3% | -3.6% | +7.0% |
| 30D | -18.8% | +10.6% | -29.5% | -19.3% |
| 3M | -27.7% | +16.1% | -43.9% | -28.4% |
| 6M | -44.4% | +29.6% | -74.0% | -45.6% |
| YTD | +31.3% | +60.3% | -29.0% | +19.3% |
| 1Y | +40.0% | +46.1% | -6.1% | +30.6% |
| 3Y | +339.2% | +85.9% | +253.3% | +291.9% |
| All | +339.2% | +85.6% | +253.6% | +291.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling