+438.8%
GS vs LNG
+811.3%
-372.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +5.9% | +11.3% | -5.5% | +2.3% |
| 30D | +4.3% | +10.6% | -6.3% | +0.5% |
| 3M | -11.7% | +16.1% | -27.8% | -16.5% |
| 6M | -3.2% | +29.6% | -32.7% | -12.4% |
| YTD | +5.8% | +60.3% | -54.5% | -12.6% |
| 1Y | +16.0% | +46.1% | -30.1% | -1.0% |
| 3Y | +199.8% | +85.9% | +113.8% | +131.3% |
| 5Y | +155.5% | +210.8% | -55.3% | +54.0% |
| All | +438.8% | +811.3% | -372.5% | +100.2% |
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