+1,178.8%
LNG vs MSI
+1,078.0%
+100.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +3.4% | -3.7% | +7.1% | +4.6% |
| 30D | +14.9% | +6.8% | +8.0% | +12.6% |
| 3M | +21.4% | +14.3% | +7.1% | +16.4% |
| 6M | +17.8% | -1.6% | +19.4% | +17.6% |
| YTD | +51.3% | +22.8% | +28.5% | +41.2% |
| 1Y | +24.4% | -1.1% | +25.5% | +23.6% |
| 3Y | +79.7% | +70.5% | +9.2% | +50.5% |
| 5Y | +241.3% | +102.8% | +138.5% | +167.8% |
| 10Y | +603.1% | +597.4% | +5.7% | +274.5% |
| All | +1,178.8% | +1,078.0% | +100.8% | +358.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling