+1,255.2%
LNG vs MSI
+1,240.4%
+14.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +11.3% | +3.2% | +8.1% | +10.3% |
| 30D | +10.6% | +17.6% | -7.0% | +5.4% |
| 3M | +16.1% | +14.5% | +1.6% | +11.4% |
| 6M | +29.6% | +34.3% | -4.7% | +18.3% |
| YTD | +60.3% | +39.7% | +20.6% | +44.0% |
| 1Y | +46.1% | +40.2% | +5.9% | +31.0% |
| 3Y | +85.9% | +77.1% | +8.8% | +54.2% |
| 5Y | +210.8% | +124.0% | +86.8% | +136.9% |
| 10Y | +808.8% | +665.5% | +143.3% | +370.7% |
| All | +1,255.2% | +1,240.4% | +14.8% | +367.4% |
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