+802.4%
LNG vs PAAS
+207.5%
+594.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.8% | +2.0% |
| 7D | +10.9% | -7.0% | +18.0% | +11.5% |
| 30D | +8.1% | -15.3% | +23.4% | +9.3% |
| 3M | +15.7% | -27.7% | +43.4% | +18.3% |
| 6M | +27.2% | -40.5% | +67.7% | +32.0% |
| YTD | +60.7% | -26.5% | +87.2% | +61.7% |
| 1Y | +46.3% | -0.8% | +47.1% | +42.1% |
| 3Y | +85.6% | +196.9% | -111.3% | +56.2% |
| 5Y | +211.6% | +49.2% | +162.4% | +176.2% |
| All | +802.4% | +207.5% | +594.9% | +614.7% |
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