+417.3%
LIN vs LNG
+711.1%
-293.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.8% | +0.4% |
| 7D | +0.1% | -8.4% | +8.5% | +1.8% |
| 30D | +7.6% | +2.7% | +4.9% | +6.7% |
| 3M | +6.5% | +11.7% | -5.2% | +3.7% |
| 6M | +6.2% | +19.5% | -13.3% | +1.6% |
| YTD | +23.2% | +48.0% | -24.7% | +11.8% |
| 1Y | +25.4% | +38.4% | -12.9% | +15.4% |
| 3Y | +38.3% | +71.9% | -33.6% | +19.4% |
| 5Y | +64.4% | +179.9% | -115.5% | +22.3% |
| 10Y | +417.3% | +700.5% | -283.2% | +192.2% |
| All | +417.3% | +711.1% | -293.8% | +192.2% |
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