+231.2%
LNG vs M
+22.2%
+209.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.3% |
| 7D | -6.7% | -4.1% | -2.7% | -6.4% |
| 30D | +3.9% | -13.6% | +17.5% | +5.1% |
| 3M | +15.5% | -2.3% | +17.8% | +15.3% |
| 6M | +10.5% | +21.9% | -11.4% | +7.9% |
| YTD | +43.0% | -0.6% | +43.6% | +42.0% |
| 1Y | +18.9% | +29.7% | -10.9% | +14.6% |
| 3Y | +74.7% | +107.3% | -32.6% | +53.0% |
| 5Y | +231.2% | +20.5% | +210.8% | +201.2% |
| All | +231.2% | +22.2% | +209.0% | +201.2% |
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