+24.4%
LNG vs NOC
-10.0%
+34.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.7% |
| 7D | +3.4% | -5.2% | +8.6% | +4.1% |
| 30D | +14.9% | -7.2% | +22.1% | +16.0% |
| 3M | +21.4% | -5.1% | +26.5% | +22.2% |
| 6M | +17.8% | -31.1% | +48.9% | +23.5% |
| YTD | +51.3% | -8.6% | +59.9% | +53.7% |
| 1Y | +24.4% | -9.7% | +34.2% | +27.7% |
| All | +24.4% | -10.0% | +34.5% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling