+548.8%
LNG vs ALL
+361.5%
+187.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -4.5% | -4.3% | -0.2% | -2.9% |
| 30D | +4.7% | -3.6% | +8.3% | +6.1% |
| 3M | +15.1% | +13.2% | +1.9% | +9.8% |
| 6M | +13.6% | +22.5% | -8.9% | +4.9% |
| YTD | +44.0% | +22.7% | +21.2% | +32.4% |
| 1Y | +18.4% | +28.3% | -9.9% | +6.7% |
| 3Y | +75.9% | +152.0% | -76.2% | +19.1% |
| 5Y | +231.7% | +115.4% | +116.2% | +130.9% |
| All | +548.8% | +361.5% | +187.3% | +180.6% |
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