+5,997.7%
LMT vs LNG
+1,108.4%
+4,889.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -1.3% | -6.7% | +5.4% | -1.2% |
| 30D | -12.5% | +3.9% | -16.4% | -12.6% |
| 3M | -0.5% | +15.5% | -16.0% | -0.8% |
| 6M | -20.0% | +10.5% | -30.5% | -20.3% |
| YTD | +10.4% | +43.0% | -32.6% | +9.4% |
| 1Y | +17.7% | +18.9% | -1.2% | +17.1% |
| 3Y | +34.3% | +74.7% | -40.4% | +32.3% |
| 5Y | +71.8% | +231.2% | -159.4% | +66.6% |
| 10Y | +187.0% | +544.5% | -357.5% | +173.5% |
| All | +5,997.7% | +1,108.4% | +4,889.3% | +5,111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling