+318.1%
LNG vs COMP
-49.2%
+367.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -2.9% | +2.5% |
| 7D | -8.4% | +14.5% | -22.9% | -8.8% |
| 30D | +2.7% | +14.9% | -12.2% | +2.0% |
| 3M | +11.7% | -14.2% | +26.0% | +12.2% |
| 6M | +19.5% | +23.7% | -4.3% | +17.7% |
| YTD | +48.0% | +2.1% | +45.9% | +46.7% |
| 1Y | +38.4% | +26.2% | +12.2% | +35.5% |
| 3Y | +71.9% | +470.9% | -399.0% | +51.4% |
| 5Y | +179.9% | -14.0% | +193.9% | +162.8% |
| All | +318.1% | -49.2% | +367.3% | +300.2% |
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