+4,071.9%
LNG vs MCO
+7,284.8%
-3,212.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.4% |
| 7D | -4.5% | -7.3% | +2.9% | -1.2% |
| 30D | +4.7% | -1.7% | +6.4% | +5.3% |
| 3M | +15.1% | +3.9% | +11.2% | +12.3% |
| 6M | +13.6% | +3.8% | +9.8% | +10.1% |
| YTD | +44.0% | -7.9% | +51.9% | +45.9% |
| 1Y | +18.4% | -6.8% | +25.2% | +18.8% |
| 3Y | +75.9% | +40.9% | +34.9% | +43.2% |
| 5Y | +231.7% | +27.5% | +204.2% | +172.2% |
| 10Y | +549.0% | +381.4% | +167.6% | +167.7% |
| All | +4,071.9% | +7,284.8% | -3,212.9% | +364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling