+550.0%
LNG vs AGI
+392.3%
+157.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -4.7% | -2.7% | -1.9% | -4.5% |
| 30D | +3.8% | +7.2% | -3.4% | +3.3% |
| 3M | +16.2% | +4.3% | +11.9% | +15.6% |
| 6M | +11.7% | -27.1% | +38.8% | +13.3% |
| YTD | +44.2% | -6.6% | +50.8% | +43.3% |
| 1Y | +18.6% | +9.5% | +9.0% | +16.1% |
| 3Y | +77.4% | +208.4% | -131.0% | +59.4% |
| 5Y | +232.3% | +401.6% | -169.4% | +187.1% |
| All | +550.0% | +392.3% | +157.6% | +457.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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