+550.0%
LNG vs GAP
+31.2%
+518.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.2% |
| 7D | -4.7% | -4.1% | -0.6% | -4.2% |
| 30D | +3.8% | +6.2% | -2.4% | +2.9% |
| 3M | +16.2% | -0.7% | +16.8% | +15.8% |
| 6M | +11.7% | -7.1% | +18.8% | +11.8% |
| YTD | +44.2% | -14.1% | +58.3% | +45.2% |
| 1Y | +18.6% | -8.5% | +27.1% | +17.9% |
| 3Y | +77.4% | +115.4% | -38.0% | +47.1% |
| 5Y | +232.3% | +9.8% | +222.4% | +193.4% |
| All | +550.0% | +31.2% | +518.8% | +368.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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