+550.0%
LNG vs NYT
+489.9%
+60.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | +3.8% | +4.6% | -0.8% | +2.9% |
| 3M | +16.2% | -9.6% | +25.7% | +17.9% |
| 6M | +11.7% | -14.0% | +25.7% | +14.2% |
| YTD | +44.2% | -2.8% | +47.1% | +43.7% |
| 1Y | +18.6% | +15.6% | +3.0% | +13.9% |
| 3Y | +77.4% | +56.3% | +21.1% | +57.4% |
| 5Y | +232.3% | +39.5% | +192.8% | +195.2% |
| All | +550.0% | +489.9% | +60.1% | +365.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling