+222.1%
LNG vs NYT
+38.8%
+183.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 3M | +16.2% | -9.6% | +25.7% | +17.5% |
| 6M | +11.7% | -14.0% | +25.7% | +13.7% |
| YTD | +44.2% | -2.8% | +47.1% | +43.7% |
| 1Y | +18.6% | +15.6% | +3.0% | +14.4% |
| 3Y | +77.4% | +56.3% | +21.1% | +58.3% |
| All | +222.1% | +38.8% | +183.3% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling