+222.4%
LNG vs MSCI
-10.9%
+233.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.8% | -1.7% | -4.8% |
| 7D | -6.2% | -2.1% | -4.1% | -5.8% |
| 30D | +8.0% | -1.7% | +9.7% | +8.3% |
| 3M | +16.9% | -8.2% | +25.1% | +18.3% |
| 6M | +8.7% | -2.4% | +11.1% | +8.6% |
| YTD | +43.0% | -2.8% | +45.8% | +42.6% |
| 1Y | +19.4% | -2.7% | +22.1% | +18.8% |
| 3Y | +74.7% | +7.3% | +67.4% | +69.1% |
| 5Y | +222.4% | -11.4% | +233.9% | +207.5% |
| All | +222.4% | -10.9% | +233.3% | +207.5% |
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