+1,178.8%
LNG vs M
+311.9%
+866.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.2% |
| 7D | +3.4% | +4.7% | -1.3% | +2.2% |
| 30D | +14.9% | -9.6% | +24.5% | +17.6% |
| 3M | +21.4% | +0.9% | +20.5% | +20.0% |
| 6M | +17.8% | +22.3% | -4.5% | +10.3% |
| YTD | +51.3% | +6.5% | +44.8% | +45.7% |
| 1Y | +24.4% | +38.8% | -14.3% | +11.1% |
| 3Y | +79.7% | +115.9% | -36.2% | +31.7% |
| 5Y | +241.3% | +28.6% | +212.7% | +161.0% |
| 10Y | +603.1% | -2.5% | +605.7% | +360.8% |
| All | +1,178.8% | +311.9% | +866.9% | +350.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling