+36.5%
LMT vs LNG
+74.3%
-37.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -0.5% | -4.5% | +3.9% | +0.1% |
| 30D | -10.8% | +4.7% | -15.4% | -11.5% |
| 3M | +1.6% | +15.1% | -13.6% | -0.8% |
| 6M | -17.6% | +13.6% | -31.1% | -19.8% |
| YTD | +11.6% | +44.0% | -32.4% | +4.5% |
| 1Y | +17.2% | +18.4% | -1.1% | +13.3% |
| All | +36.5% | +74.3% | -37.7% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling