+77.4%
LNG vs NWSA
+43.3%
+34.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -4.7% | -2.8% | -1.9% | -4.2% |
| 30D | +3.8% | +3.0% | +0.8% | +3.3% |
| 3M | +16.2% | +12.3% | +3.8% | +13.7% |
| 6M | +11.7% | +21.9% | -10.2% | +7.2% |
| YTD | +44.2% | +13.6% | +30.6% | +40.3% |
| 1Y | +18.6% | +0.5% | +18.1% | +19.1% |
| 3Y | +77.4% | +43.8% | +33.7% | +65.4% |
| All | +77.4% | +43.3% | +34.1% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling