+1,108.4%
LNG vs MTB
+3,580.1%
-2,471.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -6.7% | +1.1% | -7.8% | -7.2% |
| 30D | +3.9% | -4.6% | +8.5% | +5.9% |
| 3M | +15.5% | +6.3% | +9.3% | +12.0% |
| 6M | +10.5% | +15.6% | -5.1% | +2.8% |
| YTD | +43.0% | +20.6% | +22.4% | +30.2% |
| 1Y | +18.9% | +22.5% | -3.7% | +7.1% |
| 3Y | +74.7% | +114.4% | -39.8% | +17.9% |
| 5Y | +231.2% | +101.9% | +129.3% | +116.8% |
| 10Y | +544.5% | +170.4% | +374.1% | +229.4% |
| All | +1,108.4% | +3,580.1% | -2,471.6% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling