+802.4%
LNG vs MAS
+214.3%
+588.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +10.9% | +1.2% | +9.8% | +10.6% |
| 30D | +8.1% | +21.6% | -13.5% | +3.1% |
| 3M | +15.7% | +14.1% | +1.6% | +11.8% |
| 6M | +27.2% | +22.6% | +4.6% | +19.4% |
| YTD | +60.7% | +35.4% | +25.3% | +44.8% |
| 1Y | +46.3% | +37.5% | +8.8% | +31.0% |
| 3Y | +85.6% | +58.3% | +27.3% | +54.0% |
| 5Y | +211.6% | +39.1% | +172.5% | +164.9% |
| All | +802.4% | +214.3% | +588.1% | +439.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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