+800.2%
LNG vs ALL
+377.9%
+422.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +11.3% | +5.0% | +6.3% | +9.4% |
| 30D | +10.6% | +13.3% | -2.7% | +5.5% |
| 3M | +16.1% | +3.2% | +12.9% | +14.4% |
| 6M | +29.6% | +25.3% | +4.2% | +18.6% |
| YTD | +60.3% | +30.5% | +29.9% | +43.7% |
| 1Y | +46.1% | +29.2% | +16.9% | +31.3% |
| 3Y | +85.9% | +119.1% | -33.2% | +33.6% |
| 5Y | +210.8% | +162.6% | +48.2% | +97.5% |
| All | +800.2% | +377.9% | +422.3% | +271.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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