+194.7%
LNG vs MSCI
+7.0%
+187.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.7% |
| 7D | -5.5% | +2.7% | -8.1% | -6.0% |
| 30D | +5.7% | +16.2% | -10.5% | +2.8% |
| 3M | +10.7% | +17.1% | -6.4% | +7.5% |
| 6M | +23.1% | +13.0% | +10.0% | +19.7% |
| YTD | +52.4% | +15.8% | +36.6% | +47.0% |
| 1Y | +40.0% | +15.5% | +24.6% | +35.1% |
| 3Y | +76.0% | +32.3% | +43.7% | +63.5% |
| 5Y | +194.7% | +8.2% | +186.5% | +183.6% |
| All | +194.7% | +7.0% | +187.6% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 5y: compounded portfolio wealth divided by compounded MSCI 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…
5y analysis · Full analysis span regression · 6 months rolling