+2,067.9%
GLW vs LNG
+1,255.2%
+812.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +7.7% | +11.3% | -3.6% | +7.2% |
| 30D | -18.8% | +10.6% | -29.5% | -19.2% |
| 3M | -27.7% | +16.1% | -43.9% | -28.3% |
| 6M | -44.4% | +29.6% | -74.0% | -45.2% |
| YTD | +31.3% | +60.3% | -29.0% | +27.9% |
| 1Y | +40.0% | +46.1% | -6.1% | +37.1% |
| 3Y | +339.2% | +85.9% | +253.3% | +324.5% |
| 5Y | +229.2% | +210.8% | +18.3% | +209.8% |
| 10Y | +528.4% | +808.8% | -280.4% | +462.6% |
| All | +2,067.9% | +1,255.2% | +812.7% | +1,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling