+550.0%
LNG vs MCO
+393.6%
+156.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | -4.7% | -3.8% | -0.9% | -3.4% |
| 30D | +3.8% | -0.4% | +4.2% | +3.8% |
| 3M | +16.2% | +7.7% | +8.4% | +12.5% |
| 6M | +11.7% | +7.0% | +4.7% | +8.0% |
| YTD | +44.2% | -6.4% | +50.6% | +45.3% |
| 1Y | +18.6% | -7.6% | +26.2% | +19.7% |
| 3Y | +77.4% | +43.2% | +34.2% | +49.2% |
| 5Y | +232.3% | +29.6% | +202.7% | +184.5% |
| All | +550.0% | +393.6% | +156.4% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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