+222.1%
LNG vs GDDY
+29.8%
+192.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | -4.7% | -3.2% | -1.5% | -4.2% |
| 30D | +3.8% | +6.8% | -3.0% | +2.7% |
| 3M | +16.2% | +30.5% | -14.3% | +9.8% |
| 6M | +11.7% | +13.3% | -1.6% | +7.7% |
| YTD | +44.2% | -21.0% | +65.2% | +49.5% |
| 1Y | +18.6% | -34.0% | +52.6% | +28.0% |
| 3Y | +77.4% | +33.1% | +44.3% | +58.3% |
| All | +222.1% | +29.8% | +192.3% | +192.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling