+679.1%
LNG vs GD
+178.9%
+500.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.3% |
| 7D | -15.9% | -5.0% | -10.9% | -13.7% |
| 30D | +2.1% | +8.9% | -6.8% | -1.8% |
| 3M | +4.8% | -8.0% | +12.9% | +9.1% |
| 6M | +6.8% | +2.9% | +3.9% | +4.9% |
| YTD | +44.0% | +7.1% | +36.9% | +37.7% |
| 1Y | +34.9% | +5.9% | +29.0% | +29.4% |
| 3Y | +67.3% | +53.9% | +13.5% | +29.5% |
| 5Y | +170.1% | +95.4% | +74.7% | +82.1% |
| All | +679.1% | +178.9% | +500.2% | +416.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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