+185.8%
LMT vs LNG
+562.2%
-376.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -0.2% | -4.7% | +4.5% | +0.6% |
| 30D | -13.1% | +3.8% | -16.9% | -13.7% |
| 3M | -3.9% | +16.2% | -20.0% | -6.6% |
| 6M | -18.3% | +11.7% | -30.0% | -20.3% |
| YTD | +10.3% | +44.2% | -33.9% | +2.7% |
| 1Y | +14.2% | +18.6% | -4.3% | +10.1% |
| 3Y | +35.0% | +77.4% | -42.4% | +19.5% |
| 5Y | +73.2% | +232.3% | -159.0% | +34.3% |
| All | +185.8% | +562.2% | -376.4% | +105.7% |
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