+550.0%
LNG vs GDDY
+207.2%
+342.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | -4.7% | -3.2% | -1.5% | -3.9% |
| 30D | +3.8% | +6.8% | -3.0% | +1.9% |
| 3M | +16.2% | +30.5% | -14.3% | +6.6% |
| 6M | +11.7% | +13.3% | -1.6% | +5.5% |
| YTD | +44.2% | -21.0% | +65.2% | +49.6% |
| 1Y | +18.6% | -34.0% | +52.6% | +29.4% |
| 3Y | +77.4% | +33.1% | +44.3% | +51.9% |
| 5Y | +232.3% | +30.3% | +201.9% | +178.7% |
| All | +550.0% | +207.2% | +342.8% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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