+2,093.1%
LNG vs MKTX
+1,442.6%
+650.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -4.7% | -0.2% | -4.4% | -4.6% |
| 30D | +3.8% | +0.7% | +3.1% | +3.6% |
| 3M | +16.2% | +40.8% | -24.6% | +3.7% |
| 6M | +11.7% | -8.0% | +19.7% | +12.3% |
| YTD | +44.2% | -8.7% | +52.9% | +45.1% |
| 1Y | +18.6% | -11.8% | +30.4% | +20.2% |
| 3Y | +77.4% | -24.0% | +101.4% | +80.5% |
| 5Y | +232.3% | -60.3% | +292.6% | +294.7% |
| 10Y | +550.1% | +5.0% | +545.2% | +405.0% |
| All | +2,093.1% | +1,442.6% | +650.5% | +386.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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