+304.1%
LNG vs COMP
-49.4%
+353.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.1% | -5.3% |
| 7D | -6.2% | +4.1% | -10.2% | -6.3% |
| 30D | +8.0% | -14.5% | +22.5% | +8.6% |
| 3M | +16.9% | +41.8% | -24.9% | +14.7% |
| 6M | +8.7% | +23.6% | -14.9% | +6.9% |
| YTD | +43.0% | +1.7% | +41.3% | +41.9% |
| 1Y | +19.4% | +12.6% | +6.9% | +17.6% |
| 3Y | +74.7% | +221.9% | -147.1% | +59.4% |
| 5Y | +222.4% | -28.1% | +250.6% | +206.1% |
| All | +304.1% | -49.4% | +353.5% | +287.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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