+1,108.4%
LNG vs NOC
+5,896.4%
-4,788.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | -6.7% | -1.6% | -5.2% | -6.2% |
| 30D | +3.9% | -10.4% | +14.2% | +8.0% |
| 3M | +15.5% | -5.6% | +21.1% | +17.5% |
| 6M | +10.5% | -30.4% | +40.9% | +25.1% |
| YTD | +43.0% | -8.5% | +51.4% | +45.7% |
| 1Y | +18.9% | -8.3% | +27.2% | +20.8% |
| 3Y | +74.7% | +28.2% | +46.4% | +52.6% |
| 5Y | +231.2% | +56.7% | +174.5% | +162.4% |
| 10Y | +544.5% | +189.3% | +355.2% | +278.6% |
| All | +1,108.4% | +5,896.4% | -4,788.0% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling