+550.0%
LNG vs AZO
+296.8%
+253.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -4.7% | -3.6% | -1.1% | -4.0% |
| 30D | +3.8% | -5.6% | +9.4% | +5.0% |
| 3M | +16.2% | -6.6% | +22.8% | +17.4% |
| 6M | +11.7% | -22.5% | +34.2% | +17.1% |
| YTD | +44.2% | -15.2% | +59.4% | +47.8% |
| 1Y | +18.6% | -33.9% | +52.5% | +28.4% |
| 3Y | +77.4% | +11.8% | +65.6% | +68.6% |
| 5Y | +232.3% | +85.5% | +146.7% | +174.1% |
| All | +550.0% | +296.8% | +253.2% | +346.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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