+550.0%
LNG vs GRMN
+677.8%
-127.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.1% | -1.0% |
| 7D | -4.7% | +2.4% | -7.1% | -5.3% |
| 30D | +3.8% | -8.5% | +12.3% | +6.3% |
| 3M | +16.2% | +19.5% | -3.3% | +9.5% |
| 6M | +11.7% | +21.2% | -9.5% | +4.2% |
| YTD | +44.2% | +41.0% | +3.2% | +27.9% |
| 1Y | +18.6% | +19.6% | -1.0% | +10.3% |
| 3Y | +77.4% | +183.8% | -106.4% | +16.2% |
| 5Y | +232.3% | +83.0% | +149.3% | +157.8% |
| All | +550.0% | +677.8% | -127.8% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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