+1,704.0%
GS vs LNG
+10,485.2%
-8,781.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.2% | -15.9% | +12.6% | -1.8% |
| 30D | -2.4% | +2.1% | -4.5% | -2.7% |
| 3M | -15.7% | +4.8% | -20.5% | -16.3% |
| 6M | -6.8% | +6.8% | -13.6% | -7.6% |
| YTD | -0.1% | +44.0% | -44.1% | -3.8% |
| 1Y | +12.1% | +34.9% | -22.8% | +8.5% |
| 3Y | +185.8% | +67.3% | +118.5% | +171.0% |
| 5Y | +140.1% | +170.1% | -30.0% | +117.1% |
| 10Y | +505.2% | +693.0% | -187.8% | +399.0% |
| All | +1,704.0% | +10,485.2% | -8,781.1% | +1,010.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling