+548.8%
LNG vs M
-10.0%
+558.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +1.3% |
| 7D | -4.5% | -8.8% | +4.3% | -3.3% |
| 30D | +4.7% | -16.4% | +21.1% | +7.1% |
| 3M | +15.1% | -10.8% | +26.0% | +16.3% |
| 6M | +13.6% | +16.1% | -2.6% | +10.4% |
| YTD | +44.0% | -5.3% | +49.2% | +43.4% |
| 1Y | +18.4% | +24.9% | -6.5% | +12.9% |
| 3Y | +75.9% | +97.5% | -21.7% | +49.8% |
| 5Y | +231.7% | +20.4% | +211.3% | +191.0% |
| All | +548.8% | -10.0% | +558.8% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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