+550.0%
LNG vs A
+256.4%
+293.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.5% |
| 7D | -4.7% | -2.6% | -2.1% | -4.0% |
| 30D | +3.8% | -0.9% | +4.7% | +3.9% |
| 3M | +16.2% | +13.6% | +2.5% | +12.0% |
| 6M | +11.7% | +27.8% | -16.1% | +3.3% |
| YTD | +44.2% | +8.6% | +35.6% | +39.4% |
| 1Y | +18.6% | +16.9% | +1.7% | +11.5% |
| 3Y | +77.4% | +32.9% | +44.5% | +54.0% |
| 5Y | +232.3% | -14.1% | +246.4% | +234.2% |
| All | +550.0% | +256.4% | +293.6% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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