+652.8%
GS vs LNG
+582.0%
+70.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +0.9% | +3.4% | -2.5% | -0.2% |
| 30D | -1.6% | +14.9% | -16.4% | -6.2% |
| 3M | -4.5% | +21.4% | -25.9% | -11.1% |
| 6M | +20.9% | +17.8% | +3.1% | +12.4% |
| YTD | +19.9% | +51.3% | -31.4% | +1.6% |
| 1Y | +41.4% | +24.4% | +17.0% | +28.4% |
| 3Y | +239.2% | +79.7% | +159.5% | +165.9% |
| 5Y | +185.0% | +241.3% | -56.3% | +65.4% |
| All | +652.8% | +582.0% | +70.7% | +219.7% |
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