+698.4%
LNG vs MSCI
+2,756.4%
-2,058.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | +14.9% | +0.6% | +14.3% | +14.5% |
| 3M | +21.4% | -7.1% | +28.5% | +24.2% |
| 6M | +17.8% | +0.8% | +17.0% | +15.6% |
| YTD | +51.3% | +1.0% | +50.3% | +47.4% |
| 1Y | +24.4% | +4.3% | +20.1% | +18.7% |
| 3Y | +79.7% | +9.9% | +69.7% | +62.1% |
| 5Y | +241.3% | -6.8% | +248.1% | +213.5% |
| 10Y | +603.1% | +614.7% | -11.5% | +106.5% |
| All | +698.4% | +2,756.4% | -2,058.0% | +8.1% |
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