+550.0%
LNG vs MTB
+173.8%
+376.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | +3.8% | -4.8% | +8.6% | +5.4% |
| 3M | +16.2% | +6.0% | +10.2% | +13.7% |
| 6M | +11.7% | +19.6% | -7.9% | +4.7% |
| YTD | +44.2% | +21.5% | +22.7% | +34.3% |
| 1Y | +18.6% | +24.7% | -6.1% | +9.2% |
| 3Y | +77.4% | +108.6% | -31.2% | +34.0% |
| 5Y | +232.3% | +106.7% | +125.5% | +139.8% |
| All | +550.0% | +173.8% | +376.2% | +297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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