+2,800.3%
LNG vs MDY
+2,615.3%
+185.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +1.0% |
| 7D | -6.7% | -0.8% | -6.0% | -6.0% |
| 30D | +3.9% | -3.9% | +7.7% | +7.7% |
| 3M | +15.5% | 0.0% | +15.6% | +14.6% |
| 6M | +10.5% | +8.5% | +2.0% | +0.2% |
| YTD | +43.0% | +13.2% | +29.7% | +24.1% |
| 1Y | +18.9% | +15.0% | +3.8% | +0.9% |
| 3Y | +74.7% | +49.6% | +25.1% | +10.6% |
| 5Y | +231.2% | +46.0% | +185.2% | +107.1% |
| 10Y | +544.5% | +176.4% | +368.1% | +97.8% |
| All | +2,800.3% | +2,615.3% | +185.0% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling