+550.0%
LNG vs GME
+285.6%
+264.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.1% |
| 7D | -4.7% | +10.4% | -15.1% | -4.9% |
| 30D | +3.8% | +14.1% | -10.3% | +3.5% |
| 3M | +16.2% | -4.6% | +20.8% | +16.2% |
| 6M | +11.7% | -13.5% | +25.2% | +11.9% |
| YTD | +44.2% | +5.3% | +38.9% | +43.9% |
| 1Y | +18.6% | -14.9% | +33.5% | +18.8% |
| 3Y | +77.4% | +24.3% | +53.1% | +71.7% |
| 5Y | +232.3% | -55.6% | +287.8% | +223.9% |
| All | +550.0% | +285.6% | +264.4% | +339.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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