+550.0%
LNG vs AG
+68.4%
+481.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | -4.7% | -6.7% | +2.0% | -4.2% |
| 30D | +3.8% | +2.2% | +1.6% | +3.5% |
| 3M | +16.2% | +15.7% | +0.5% | +14.5% |
| 6M | +11.7% | -23.8% | +35.5% | +12.9% |
| YTD | +44.2% | +17.6% | +26.6% | +39.6% |
| 1Y | +18.6% | +88.6% | -70.1% | +9.3% |
| 3Y | +77.4% | +253.4% | -176.0% | +49.9% |
| 5Y | +232.3% | +62.4% | +169.8% | +193.9% |
| All | +550.0% | +68.4% | +481.6% | +457.4% |
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