+185.7%
GS vs LNG
+252.8%
-67.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.9% | +3.4% | -2.5% | +0.2% |
| 30D | -1.6% | +14.9% | -16.4% | -4.5% |
| 3M | -4.5% | +21.4% | -25.9% | -8.7% |
| 6M | +20.9% | +17.8% | +3.1% | +15.2% |
| YTD | +19.9% | +51.3% | -31.4% | +6.6% |
| 1Y | +41.4% | +24.4% | +17.0% | +32.5% |
| 3Y | +239.2% | +79.7% | +159.5% | +188.8% |
| All | +185.7% | +252.8% | -67.0% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling