+13,449.8%
GOOG vs LNG
+3,292.0%
+10,157.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | 0.0% | -4.7% | +4.7% | +0.5% |
| 30D | -2.0% | +3.8% | -5.8% | -2.4% |
| 3M | -5.9% | +16.2% | -22.0% | -7.4% |
| 6M | +8.9% | +11.7% | -2.8% | +7.2% |
| YTD | +7.1% | +44.2% | -37.1% | +2.6% |
| 1Y | +39.7% | +18.6% | +21.1% | +36.4% |
| 3Y | +145.8% | +77.4% | +68.4% | +129.1% |
| 5Y | +138.6% | +232.3% | -93.7% | +106.7% |
| 10Y | +791.5% | +550.1% | +241.4% | +613.4% |
| All | +13,449.8% | +3,292.0% | +10,157.8% | +9,109.1% |
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 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