+700.5%
LNG vs MOD
+1,005.7%
-305.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.9% | -7.1% | +1.5% |
| 7D | -8.4% | -13.9% | +5.6% | -6.9% |
| 30D | +2.7% | -41.5% | +44.2% | +8.9% |
| 3M | +11.7% | -45.7% | +57.5% | +19.1% |
| 6M | +19.5% | -61.1% | +80.6% | +31.1% |
| YTD | +48.0% | -20.5% | +68.5% | +44.9% |
| 1Y | +38.4% | -32.1% | +70.5% | +37.7% |
| 3Y | +71.9% | +146.5% | -74.6% | +33.1% |
| 5Y | +179.9% | +812.7% | -632.9% | +67.3% |
| 10Y | +700.5% | +966.8% | -266.3% | +348.6% |
| All | +700.5% | +1,005.7% | -305.2% | +348.6% |
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