+169.6%
LNG vs MAS
+39.2%
+130.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | -15.9% | +2.0% | -17.8% | -16.0% |
| 30D | +2.1% | +19.4% | -17.3% | +0.6% |
| 3M | +4.8% | +9.4% | -4.6% | +3.9% |
| 6M | +6.8% | +15.3% | -8.5% | +4.8% |
| YTD | +44.0% | +31.3% | +12.7% | +38.1% |
| 1Y | +34.9% | +34.9% | +0.1% | +28.7% |
| 3Y | +67.3% | +58.6% | +8.7% | +52.4% |
| All | +169.6% | +39.2% | +130.4% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling