+89.1%
LNG vs MAGS
+190.0%
-100.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -4.7% | +0.6% | -5.3% | -4.7% |
| 30D | +3.8% | +3.2% | +0.6% | +3.6% |
| 3M | +16.2% | +7.7% | +8.5% | +15.5% |
| 6M | +11.7% | +12.5% | -0.8% | +10.5% |
| YTD | +44.2% | +6.0% | +38.3% | +43.9% |
| 1Y | +18.6% | +14.4% | +4.2% | +16.7% |
| 3Y | +77.4% | +127.5% | -50.1% | +62.0% |
| All | +89.1% | +190.0% | -100.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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