+222.1%
LNG vs NOC
+58.2%
+163.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.7% | +0.8% | -5.5% | -4.9% |
| 30D | +3.8% | -9.7% | +13.5% | +6.2% |
| 3M | +16.2% | -5.6% | +21.8% | +17.5% |
| 6M | +11.7% | -28.6% | +40.3% | +20.4% |
| YTD | +44.2% | -7.9% | +52.1% | +45.7% |
| 1Y | +18.6% | -9.5% | +28.1% | +20.2% |
| 3Y | +77.4% | +28.4% | +49.0% | +59.4% |
| All | +222.1% | +58.2% | +163.9% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling