+206.8%
LNG vs M
+0.2%
+206.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +3.8% |
| 7D | +4.5% | -3.3% | +7.8% | +4.7% |
| 30D | +8.0% | +8.1% | -0.1% | +7.3% |
| 3M | +15.0% | +2.2% | +12.8% | +14.6% |
| 6M | +27.1% | +35.1% | -8.1% | +23.3% |
| YTD | +58.1% | +15.8% | +42.3% | +55.1% |
| 1Y | +45.0% | +25.8% | +19.2% | +40.9% |
| 3Y | +82.6% | +156.2% | -73.6% | +57.4% |
| 5Y | +206.8% | -2.4% | +209.2% | +192.9% |
| All | +206.8% | +0.2% | +206.7% | +192.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling