+550.0%
LNG vs MSI
+605.3%
-55.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -4.7% | -0.4% | -4.3% | -4.5% |
| 30D | +3.8% | -0.8% | +4.6% | +4.1% |
| 3M | +16.2% | +13.9% | +2.2% | +10.8% |
| 6M | +11.7% | +1.3% | +10.3% | +10.5% |
| YTD | +44.2% | +22.3% | +21.9% | +33.1% |
| 1Y | +18.6% | -3.9% | +22.4% | +19.0% |
| 3Y | +77.4% | +69.9% | +7.5% | +43.0% |
| 5Y | +232.3% | +103.8% | +128.5% | +145.2% |
| All | +550.0% | +605.3% | -55.3% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling