+700.5%
LNG vs MAS
+230.1%
+470.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.8% | +1.7% |
| 7D | -8.4% | +3.3% | -11.6% | -9.1% |
| 30D | +2.7% | +25.5% | -22.8% | -2.8% |
| 3M | +11.7% | +11.8% | 0.0% | +8.5% |
| 6M | +19.5% | +21.3% | -1.9% | +12.5% |
| YTD | +48.0% | +37.7% | +10.2% | +32.8% |
| 1Y | +38.4% | +41.0% | -2.7% | +23.1% |
| 3Y | +71.9% | +63.0% | +8.9% | +41.4% |
| 5Y | +179.9% | +44.1% | +135.8% | +135.1% |
| 10Y | +700.5% | +224.3% | +476.2% | +373.2% |
| All | +700.5% | +230.1% | +470.3% | +373.2% |
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