+1,178.8%
LNG vs MOD
+1,108.1%
+70.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.4% |
| 7D | +3.4% | +9.6% | -6.2% | +1.6% |
| 30D | +14.9% | 0.0% | +14.8% | +14.5% |
| 3M | +21.4% | -35.4% | +56.8% | +29.5% |
| 6M | +17.8% | -7.3% | +25.1% | +15.2% |
| YTD | +51.3% | +45.8% | +5.5% | +34.4% |
| 1Y | +24.4% | +43.1% | -18.7% | +9.3% |
| 3Y | +79.7% | +297.7% | -218.0% | +18.8% |
| 5Y | +241.3% | +1,478.8% | -1,237.4% | +60.4% |
| 10Y | +603.1% | +1,633.4% | -1,030.3% | +175.4% |
| All | +1,178.8% | +1,108.1% | +70.7% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling