+1,116.8%
LNG vs MKC
+1,792.3%
-675.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.5% | -2.8% | -1.7% | -3.7% |
| 30D | +4.7% | -3.4% | +8.1% | +5.6% |
| 3M | +15.1% | +3.8% | +11.4% | +13.6% |
| 6M | +13.6% | -17.9% | +31.5% | +19.3% |
| YTD | +44.0% | -23.6% | +67.6% | +53.8% |
| 1Y | +18.4% | -23.1% | +41.4% | +25.8% |
| 3Y | +75.9% | -31.5% | +107.4% | +90.2% |
| 5Y | +231.7% | -33.1% | +264.8% | +254.0% |
| 10Y | +549.0% | +29.3% | +519.7% | +425.2% |
| All | +1,116.8% | +1,792.3% | -675.5% | +261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling