+755.6%
GOOGL vs LNG
+562.2%
+193.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | 0.0% | -4.7% | +4.7% | +0.9% |
| 30D | -1.4% | +3.8% | -5.2% | -2.3% |
| 3M | -5.3% | +16.2% | -21.5% | -8.6% |
| 6M | +9.8% | +11.7% | -1.9% | +6.0% |
| YTD | +8.4% | +44.2% | -35.9% | -1.7% |
| 1Y | +41.2% | +18.6% | +22.6% | +34.0% |
| 3Y | +149.6% | +77.4% | +72.2% | +110.6% |
| 5Y | +142.6% | +232.3% | -89.7% | +66.1% |
| All | +755.6% | +562.2% | +193.4% | +373.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling