+748.1%
LNG vs MSCI
+3,147.7%
-2,399.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.3% |
| 7D | +10.9% | -0.7% | +11.6% | +11.3% |
| 30D | +8.1% | +16.2% | -8.1% | +0.9% |
| 3M | +15.7% | +16.1% | -0.4% | +8.0% |
| 6M | +27.2% | +12.9% | +14.3% | +18.9% |
| YTD | +60.7% | +14.8% | +45.9% | +47.5% |
| 1Y | +46.3% | +13.8% | +32.5% | +34.7% |
| 3Y | +85.6% | +31.2% | +54.4% | +54.7% |
| 5Y | +211.6% | +5.6% | +206.0% | +171.9% |
| 10Y | +810.9% | +806.4% | +4.5% | +138.4% |
| All | +748.1% | +3,147.7% | -2,399.6% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling