+550.0%
LNG vs PODD
+223.0%
+327.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | -4.7% | -10.5% | +5.8% | -3.1% |
| 30D | +3.8% | -9.0% | +12.8% | +5.2% |
| 3M | +16.2% | -11.5% | +27.7% | +17.5% |
| 6M | +11.7% | -44.7% | +56.4% | +20.6% |
| YTD | +44.2% | -53.6% | +97.8% | +59.7% |
| 1Y | +18.6% | -61.0% | +79.5% | +34.4% |
| 3Y | +77.4% | -24.7% | +102.1% | +77.7% |
| 5Y | +232.3% | -55.5% | +287.7% | +252.8% |
| All | +550.0% | +223.0% | +327.0% | +377.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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