+1,108.8%
LNG vs PSA
+7,638.9%
-6,530.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.4% |
| 7D | -6.2% | -0.4% | -5.7% | -6.0% |
| 30D | +8.0% | -8.2% | +16.2% | +12.1% |
| 3M | +16.9% | -2.1% | +19.1% | +17.6% |
| 6M | +8.7% | -0.2% | +8.9% | +7.4% |
| YTD | +43.0% | +18.5% | +24.5% | +30.4% |
| 1Y | +19.4% | +6.6% | +12.8% | +14.0% |
| 3Y | +74.7% | +24.5% | +50.3% | +50.9% |
| 5Y | +222.4% | +13.6% | +208.8% | +183.5% |
| 10Y | +532.2% | +102.0% | +430.3% | +291.6% |
| All | +1,108.8% | +7,638.9% | -6,530.1% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 all: compounded portfolio wealth divided by compounded PSA 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…
all analysis · Full analysis span regression · 6 months rolling