+37.8%
KMB vs LNG
+767.2%
-729.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.5% | -1.9% |
| 7D | +0.1% | +4.5% | -4.4% | -0.2% |
| 30D | +10.2% | +8.0% | +2.2% | +9.7% |
| 3M | +1.5% | +15.0% | -13.5% | +0.7% |
| 6M | +16.6% | +27.1% | -10.4% | +15.0% |
| YTD | +12.1% | +58.1% | -46.1% | +8.8% |
| 1Y | +11.1% | +45.0% | -33.9% | +8.4% |
| 3Y | +1.9% | +82.6% | -80.7% | -2.3% |
| 5Y | -1.3% | +206.8% | -208.1% | -9.9% |
| 10Y | +37.8% | +796.3% | -758.5% | +10.9% |
| All | +37.8% | +767.2% | -729.4% | +10.9% |
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 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