+222.1%
LNG vs MKC
-33.0%
+255.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -4.7% | -1.5% | -3.2% | -4.6% |
| 30D | +3.8% | -3.1% | +6.9% | +4.0% |
| 3M | +16.2% | +5.2% | +11.0% | +15.7% |
| 6M | +11.7% | -12.8% | +24.5% | +12.4% |
| YTD | +44.2% | -23.3% | +67.5% | +46.3% |
| 1Y | +18.6% | -24.1% | +42.7% | +20.4% |
| 3Y | +77.4% | -32.1% | +109.5% | +82.1% |
| All | +222.1% | -33.0% | +255.1% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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