+231.7%
LNG vs AG
+64.4%
+167.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.0% |
| 7D | -4.5% | -5.8% | +1.3% | -4.2% |
| 30D | +4.7% | +6.4% | -1.7% | +4.2% |
| 3M | +15.1% | +28.4% | -13.2% | +13.0% |
| 6M | +13.6% | -24.5% | +38.0% | +15.1% |
| YTD | +44.0% | +21.2% | +22.8% | +39.3% |
| 1Y | +18.4% | +114.1% | -95.7% | +7.8% |
| 3Y | +75.9% | +268.0% | -192.2% | +46.3% |
| 5Y | +231.7% | +67.3% | +164.3% | +196.4% |
| All | +231.7% | +64.4% | +167.3% | +196.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling