+548.8%
LNG vs PAAS
+232.4%
+316.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +4.9% | +1.1% |
| 7D | -4.5% | -3.7% | -0.8% | -4.2% |
| 30D | +4.7% | -1.9% | +6.5% | +4.7% |
| 3M | +15.1% | +15.1% | +0.1% | +13.2% |
| 6M | +13.6% | -17.1% | +30.7% | +14.5% |
| YTD | +44.0% | -1.3% | +45.3% | +41.7% |
| 1Y | +18.4% | +41.1% | -22.7% | +11.3% |
| 3Y | +75.9% | +244.2% | -168.3% | +46.0% |
| 5Y | +231.7% | +120.8% | +110.8% | +183.7% |
| All | +548.8% | +232.4% | +316.4% | +402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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