+550.0%
LNG vs MDY
+177.2%
+372.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -4.7% | -1.9% | -2.8% | -3.5% |
| 30D | +3.8% | -4.6% | +8.5% | +7.1% |
| 3M | +16.2% | -1.2% | +17.4% | +16.6% |
| 6M | +11.7% | +9.2% | +2.5% | +3.7% |
| YTD | +44.2% | +13.1% | +31.2% | +30.5% |
| 1Y | +18.6% | +13.0% | +5.6% | +6.9% |
| 3Y | +77.4% | +49.2% | +28.2% | +27.6% |
| 5Y | +232.3% | +47.2% | +185.0% | +136.5% |
| All | +550.0% | +177.2% | +372.8% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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