+273.7%
IR vs LNG
+512.9%
-239.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -4.5% | -4.7% | +0.2% | -2.9% |
| 30D | -13.9% | +3.8% | -17.8% | -15.2% |
| 3M | -0.3% | +16.2% | -16.5% | -6.3% |
| 6M | -14.3% | +11.7% | -26.0% | -19.4% |
| YTD | -7.9% | +44.2% | -52.1% | -21.7% |
| 1Y | -9.9% | +18.6% | -28.5% | -17.5% |
| 3Y | +6.5% | +77.4% | -70.9% | -19.2% |
| 5Y | +34.0% | +232.3% | -198.2% | -28.7% |
| All | +273.7% | +512.9% | -239.2% | +46.3% |
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