+550.0%
LNG vs P
+718.8%
-168.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -0.4% |
| 7D | -4.7% | -1.3% | -3.3% | -4.6% |
| 30D | +3.8% | -11.9% | +15.7% | +5.2% |
| 3M | +16.2% | +41.6% | -25.4% | +10.2% |
| 6M | +11.7% | +58.1% | -46.4% | +3.3% |
| YTD | +44.2% | +46.5% | -2.3% | +33.9% |
| 1Y | +18.6% | +19.1% | -0.5% | +11.9% |
| 3Y | +77.4% | +150.6% | -73.2% | +40.6% |
| 5Y | +232.3% | +271.8% | -39.5% | +137.7% |
| All | +550.0% | +718.8% | -168.9% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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