+698.7%
LNG vs MAS
+230.1%
+468.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +1.5% |
| 7D | -8.6% | +3.3% | -11.9% | -9.3% |
| 30D | +2.4% | +25.5% | -23.0% | -3.0% |
| 3M | +11.5% | +11.8% | -0.3% | +8.2% |
| 6M | +19.2% | +21.3% | -2.1% | +12.2% |
| YTD | +47.6% | +37.7% | +9.9% | +32.5% |
| 1Y | +38.0% | +41.0% | -3.0% | +22.9% |
| 3Y | +71.5% | +63.0% | +8.5% | +41.1% |
| 5Y | +179.2% | +44.1% | +135.1% | +134.6% |
| 10Y | +698.7% | +224.3% | +474.4% | +372.1% |
| All | +698.7% | +230.1% | +468.5% | +372.1% |
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