+463.3%
GLW vs LNG
+76.4%
+386.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -5.5% | +13.0% | +7.8% |
| 7D | +14.0% | -6.2% | +20.2% | +14.3% |
| 30D | +0.4% | +8.0% | -7.6% | -0.3% |
| 3M | -11.3% | +16.9% | -28.2% | -12.7% |
| 6M | +35.1% | +8.7% | +26.4% | +32.7% |
| YTD | +90.5% | +43.0% | +47.5% | +74.7% |
| 1Y | +132.0% | +19.4% | +112.6% | +123.2% |
| 3Y | +463.3% | +74.7% | +388.6% | +399.8% |
| All | +463.3% | +76.4% | +386.9% | +399.8% |
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 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