+550.0%
LNG vs GPN
+28.5%
+521.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.7% | -4.3% | -0.4% | -3.6% |
| 30D | +3.8% | 0.0% | +3.8% | +3.7% |
| 3M | +16.2% | +35.8% | -19.7% | +6.7% |
| 6M | +11.7% | +22.0% | -10.3% | +4.6% |
| YTD | +44.2% | +15.2% | +29.0% | +36.2% |
| 1Y | +18.6% | +3.5% | +15.1% | +15.0% |
| 3Y | +77.4% | -26.9% | +104.3% | +85.1% |
| 5Y | +232.3% | -44.2% | +276.5% | +267.8% |
| All | +550.0% | +28.5% | +521.5% | +457.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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