+947.4%
LNG vs NWSA
+122.3%
+825.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -6.7% | -3.1% | -3.7% | -5.6% |
| 30D | +3.9% | +4.3% | -0.4% | +2.2% |
| 3M | +15.5% | +9.2% | +6.3% | +11.4% |
| 6M | +10.5% | +21.6% | -11.1% | +1.8% |
| YTD | +43.0% | +14.2% | +28.7% | +34.3% |
| 1Y | +18.9% | +1.8% | +17.1% | +16.3% |
| 3Y | +74.7% | +44.4% | +30.2% | +46.2% |
| 5Y | +231.2% | +41.0% | +190.3% | +168.8% |
| 10Y | +544.5% | +150.0% | +394.5% | +260.8% |
| All | +947.4% | +122.3% | +825.1% | +515.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling