+1,562.5%
LLY vs LNG
+556.5%
+1,006.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -3.1% | -6.7% | +3.6% | -2.3% |
| 30D | -8.6% | +3.9% | -12.5% | -9.0% |
| 3M | -1.6% | +15.5% | -17.2% | -3.3% |
| 6M | +11.8% | +10.5% | +1.3% | +10.0% |
| YTD | +5.1% | +43.0% | -37.8% | 0.0% |
| 1Y | +50.7% | +18.9% | +31.8% | +46.7% |
| 3Y | +95.7% | +74.7% | +21.0% | +80.9% |
| 5Y | +390.2% | +231.2% | +158.9% | +309.8% |
| All | +1,562.5% | +556.5% | +1,006.0% | +1,183.3% |
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