+139.3%
GS vs LNG
+164.0%
-24.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.2% | -15.9% | +12.6% | -0.1% |
| 30D | -2.4% | +2.1% | -4.5% | -3.2% |
| 3M | -15.7% | +4.8% | -20.5% | -17.1% |
| 6M | -6.8% | +6.8% | -13.6% | -8.9% |
| YTD | -0.1% | +44.0% | -44.1% | -10.7% |
| 1Y | +12.1% | +34.9% | -22.8% | +1.8% |
| 3Y | +185.8% | +67.3% | +118.5% | +146.0% |
| All | +139.3% | +164.0% | -24.6% | +83.9% |
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