+544.5%
LNG vs LSCC
+1,833.8%
-1,289.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -6.7% | +1.4% | -8.1% | -6.9% |
| 30D | +3.9% | -10.0% | +13.9% | +5.1% |
| 3M | +15.5% | -16.1% | +31.6% | +17.1% |
| 6M | +10.5% | +27.4% | -16.9% | +4.5% |
| YTD | +43.0% | +56.9% | -13.9% | +30.2% |
| 1Y | +18.9% | +74.6% | -55.7% | +5.8% |
| 3Y | +74.7% | +26.0% | +48.7% | +56.8% |
| 5Y | +231.2% | +86.1% | +145.1% | +161.9% |
| 10Y | +544.5% | +1,830.6% | -1,286.1% | +213.5% |
| All | +544.5% | +1,833.8% | -1,289.3% | +213.5% |
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