+800.2%
LNG vs ACWI
+224.5%
+575.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | 0.0% |
| 7D | +11.3% | +2.4% | +8.9% | +9.4% |
| 30D | +10.6% | -1.7% | +12.3% | +11.8% |
| 3M | +16.1% | -3.9% | +20.1% | +19.2% |
| 6M | +29.6% | +0.8% | +28.8% | +27.5% |
| YTD | +60.3% | +11.0% | +49.3% | +44.7% |
| 1Y | +46.1% | +13.1% | +33.0% | +29.8% |
| 3Y | +85.9% | +73.9% | +12.1% | +13.5% |
| 5Y | +210.8% | +59.0% | +151.8% | +103.4% |
| All | +800.2% | +224.5% | +575.8% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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