+550.0%
LNG vs MTUM
+357.8%
+192.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | -4.7% | +0.7% | -5.4% | -5.1% |
| 30D | +3.8% | -2.4% | +6.3% | +4.8% |
| 3M | +16.2% | -3.6% | +19.8% | +16.6% |
| 6M | +11.7% | +23.7% | -12.0% | -3.3% |
| YTD | +44.2% | +22.9% | +21.3% | +24.8% |
| 1Y | +18.6% | +21.8% | -3.2% | +2.8% |
| 3Y | +77.4% | +114.4% | -37.0% | +7.3% |
| 5Y | +232.3% | +79.6% | +152.7% | +121.5% |
| All | +550.0% | +357.8% | +192.2% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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