+550.0%
LNG vs AIG
+66.2%
+483.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -4.7% | -1.2% | -3.5% | -4.2% |
| 30D | +3.8% | -1.1% | +4.9% | +4.2% |
| 3M | +16.2% | +0.7% | +15.5% | +15.7% |
| 6M | +11.7% | -2.2% | +13.9% | +11.9% |
| YTD | +44.2% | -10.8% | +55.0% | +49.1% |
| 1Y | +18.6% | -2.0% | +20.6% | +17.9% |
| 3Y | +77.4% | +34.8% | +42.6% | +54.9% |
| 5Y | +232.3% | +55.0% | +177.2% | +168.8% |
| All | +550.0% | +66.2% | +483.8% | +340.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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