+800.2%
LNG vs AG
+76.0%
+724.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +11.3% | -10.0% | +21.3% | +12.0% |
| 30D | +10.6% | -10.5% | +21.1% | +11.2% |
| 3M | +16.1% | -27.3% | +43.4% | +18.0% |
| 6M | +29.6% | -43.0% | +72.5% | +33.4% |
| YTD | +60.3% | -17.9% | +78.2% | +58.5% |
| 1Y | +46.1% | +11.9% | +34.2% | +40.4% |
| 3Y | +85.9% | +201.8% | -115.9% | +58.4% |
| 5Y | +210.8% | -0.1% | +210.9% | +184.3% |
| All | +800.2% | +76.0% | +724.2% | +619.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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