+222.1%
LNG vs AZO
+85.8%
+136.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -4.7% | -3.6% | -1.1% | -4.2% |
| 30D | +3.8% | -5.6% | +9.4% | +4.6% |
| 3M | +16.2% | -6.6% | +22.8% | +17.0% |
| 6M | +11.7% | -22.5% | +34.2% | +15.6% |
| YTD | +44.2% | -15.2% | +59.4% | +46.7% |
| 1Y | +18.6% | -33.9% | +52.5% | +25.9% |
| 3Y | +77.4% | +11.8% | +65.6% | +70.3% |
| All | +222.1% | +85.8% | +136.3% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling