+73.9%
LNG vs AS
+114.1%
-40.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.6% | -5.4% |
| 7D | -6.2% | -2.6% | -3.5% | -6.1% |
| 30D | +8.0% | -22.1% | +30.1% | +8.7% |
| 3M | +16.9% | -15.3% | +32.2% | +17.2% |
| 6M | +8.7% | -15.6% | +24.2% | +8.7% |
| YTD | +43.0% | -23.2% | +66.2% | +44.1% |
| 1Y | +19.4% | -21.7% | +41.1% | +19.9% |
| All | +73.9% | +114.1% | -40.2% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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