+700.5%
LNG vs LSCC
+1,398.6%
-698.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.4% | -5.7% | +1.7% |
| 7D | -8.4% | +19.3% | -27.7% | -10.5% |
| 30D | +2.7% | -9.6% | +12.3% | +3.5% |
| 3M | +11.7% | -12.4% | +24.2% | +12.7% |
| 6M | +19.5% | -10.5% | +29.9% | +18.7% |
| YTD | +48.0% | +54.8% | -6.8% | +34.0% |
| 1Y | +38.4% | +79.4% | -41.0% | +22.1% |
| 3Y | +71.9% | +109.6% | -37.7% | +39.3% |
| 5Y | +179.9% | +40.4% | +139.5% | +132.7% |
| 10Y | +700.5% | +1,379.1% | -678.6% | +291.6% |
| All | +700.5% | +1,398.6% | -698.1% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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