+394.5%
GLW vs LNG
+222.3%
+172.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +16.9% | -6.7% | +23.6% | +18.0% |
| 30D | +7.0% | +3.9% | +3.1% | +6.1% |
| 3M | -3.0% | +15.5% | -18.5% | -5.8% |
| 6M | +31.0% | +10.5% | +20.5% | +27.0% |
| YTD | +93.4% | +43.0% | +50.5% | +75.6% |
| 1Y | +134.7% | +18.9% | +115.9% | +123.1% |
| 3Y | +471.8% | +74.7% | +397.2% | +390.3% |
| 5Y | +394.5% | +231.2% | +163.2% | +259.1% |
| All | +394.5% | +222.3% | +172.2% | +259.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling