+726.7%
LNG vs MOD
+920.5%
-193.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +3.3% |
| 7D | -5.5% | -17.8% | +12.4% | -3.5% |
| 30D | +5.7% | -43.2% | +49.0% | +12.6% |
| 3M | +10.7% | -46.0% | +56.8% | +18.1% |
| 6M | +23.1% | -62.2% | +85.3% | +35.5% |
| YTD | +52.4% | -22.8% | +75.2% | +49.8% |
| 1Y | +40.0% | -35.5% | +75.5% | +40.3% |
| 3Y | +76.0% | +128.2% | -52.2% | +37.8% |
| 5Y | +194.7% | +791.6% | -596.9% | +76.4% |
| 10Y | +726.7% | +886.3% | -159.6% | +357.2% |
| All | +726.7% | +920.5% | -193.8% | +357.2% |
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