+532.2%
LNG vs MOD
+1,504.3%
-972.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.3% |
| 7D | -6.2% | +6.3% | -12.5% | -6.9% |
| 30D | +8.0% | -1.7% | +9.7% | +8.0% |
| 3M | +16.9% | -30.1% | +47.0% | +21.1% |
| 6M | +8.7% | +2.7% | +6.0% | +5.5% |
| YTD | +43.0% | +44.1% | -1.1% | +31.3% |
| 1Y | +19.4% | +38.7% | -19.3% | +9.1% |
| 3Y | +74.7% | +309.8% | -235.1% | +27.8% |
| 5Y | +222.4% | +1,569.7% | -1,347.3% | +79.5% |
| 10Y | +532.2% | +1,520.5% | -988.3% | +214.3% |
| All | +532.2% | +1,504.3% | -972.0% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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