+1,258.4%
LNG vs M
+338.5%
+920.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.1% |
| 7D | +10.9% | +0.6% | +10.4% | +10.7% |
| 30D | +8.1% | +7.0% | +1.1% | +5.9% |
| 3M | +15.7% | +3.1% | +12.5% | +14.0% |
| 6M | +27.2% | +33.5% | -6.3% | +16.3% |
| YTD | +60.7% | +13.4% | +47.3% | +51.5% |
| 1Y | +46.3% | +22.4% | +23.9% | +34.7% |
| 3Y | +85.6% | +150.9% | -65.3% | +30.5% |
| 5Y | +211.6% | -3.0% | +214.6% | +160.4% |
| 10Y | +810.9% | -9.1% | +820.0% | +514.2% |
| All | +1,258.4% | +338.5% | +920.0% | +368.2% |
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 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