+1,117.3%
LNG vs MOD
+478.5%
+638.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -1.6% |
| 7D | -15.9% | -25.5% | +9.7% | -11.5% |
| 30D | +2.1% | -49.0% | +51.1% | +14.6% |
| 3M | +4.8% | -49.8% | +54.6% | +17.2% |
| 6M | +6.8% | -64.8% | +71.6% | +25.0% |
| YTD | +44.0% | -27.6% | +71.6% | +43.8% |
| 1Y | +34.9% | -35.2% | +70.1% | +36.3% |
| 3Y | +67.3% | +137.1% | -69.8% | +20.6% |
| 5Y | +170.1% | +760.3% | -590.2% | +40.2% |
| 10Y | +693.0% | +938.8% | -245.8% | +235.7% |
| All | +1,117.3% | +478.5% | +638.8% | +149.5% |
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