+1,178.8%
LNG vs GD
+6,733.9%
-5,555.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.2% |
| 7D | +3.4% | -5.3% | +8.7% | +5.8% |
| 30D | +14.9% | -6.4% | +21.3% | +18.1% |
| 3M | +21.4% | +5.7% | +15.7% | +18.0% |
| 6M | +17.8% | -0.9% | +18.8% | +17.4% |
| YTD | +51.3% | +8.2% | +43.1% | +44.8% |
| 1Y | +24.4% | +13.4% | +11.0% | +16.3% |
| 3Y | +79.7% | +68.5% | +11.2% | +39.3% |
| 5Y | +241.3% | +97.2% | +144.2% | +146.1% |
| 10Y | +603.1% | +190.2% | +412.9% | +319.5% |
| All | +1,178.8% | +6,733.9% | -5,555.1% | +212.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling