+944.6%
LNG vs AG
+445.6%
+499.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.7% |
| 7D | +3.4% | +1.0% | +2.4% | +3.2% |
| 30D | +14.9% | +19.2% | -4.3% | +11.5% |
| 3M | +21.4% | +6.2% | +15.2% | +18.8% |
| 6M | +17.8% | -26.7% | +44.5% | +20.5% |
| YTD | +51.3% | +26.1% | +25.2% | +40.0% |
| 1Y | +24.4% | +131.7% | -107.2% | +2.6% |
| 3Y | +79.7% | +255.3% | -175.7% | +29.7% |
| 5Y | +241.3% | +61.9% | +179.4% | +169.0% |
| 10Y | +603.1% | +72.0% | +531.1% | +358.2% |
| All | +944.6% | +445.6% | +499.0% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling