+77.4%
LNG vs GWW
+89.6%
-12.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -4.7% | -3.4% | -1.3% | -4.3% |
| 30D | +3.8% | -1.9% | +5.7% | +4.1% |
| 3M | +16.2% | -2.4% | +18.6% | +16.3% |
| 6M | +11.7% | +15.7% | -4.0% | +8.9% |
| YTD | +44.2% | +27.6% | +16.6% | +37.4% |
| 1Y | +18.6% | +27.2% | -8.6% | +13.0% |
| 3Y | +77.4% | +89.7% | -12.3% | +52.1% |
| All | +77.4% | +89.6% | -12.2% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling