+231.2%
LNG vs MSI
+97.7%
+133.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -6.7% | -4.0% | -2.8% | -5.7% |
| 30D | +3.9% | -0.5% | +4.3% | +4.0% |
| 3M | +15.5% | +11.4% | +4.1% | +12.1% |
| 6M | +10.5% | +1.0% | +9.5% | +9.8% |
| YTD | +43.0% | +20.7% | +22.3% | +34.8% |
| 1Y | +18.9% | -2.7% | +21.6% | +19.0% |
| 3Y | +74.7% | +68.2% | +6.5% | +49.3% |
| 5Y | +231.2% | +100.0% | +131.3% | +165.1% |
| All | +231.2% | +97.7% | +133.5% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling