+179.8%
LNG vs GFS
0.0%
+179.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -4.7% | +3.8% | -8.5% | -4.9% |
| 30D | +3.8% | -11.7% | +15.5% | +4.7% |
| 3M | +16.2% | -41.8% | +57.9% | +20.5% |
| 6M | +11.7% | +6.6% | +5.1% | +8.5% |
| YTD | +44.2% | +34.6% | +9.6% | +35.5% |
| 1Y | +18.6% | +46.2% | -27.6% | +9.9% |
| 3Y | +77.4% | -20.3% | +97.7% | +73.4% |
| All | +179.8% | 0.0% | +179.8% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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