+213.6%
LNG vs GD
+99.6%
+114.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +11.3% | +2.7% | +8.7% | +10.1% |
| 30D | +10.6% | +8.6% | +2.0% | +7.2% |
| 3M | +16.1% | -7.1% | +23.2% | +19.6% |
| 6M | +29.6% | +7.5% | +22.1% | +25.3% |
| YTD | +60.3% | +9.9% | +50.4% | +52.5% |
| 1Y | +46.1% | +7.6% | +38.6% | +40.2% |
| 3Y | +85.9% | +56.2% | +29.7% | +44.5% |
| All | +213.6% | +99.6% | +114.0% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling