+802.4%
LNG vs RF
+219.4%
+582.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +10.9% | +0.4% | +10.6% | +10.8% |
| 30D | +8.1% | +5.6% | +2.6% | +6.0% |
| 3M | +15.7% | -8.9% | +24.6% | +19.4% |
| 6M | +27.2% | +7.1% | +20.1% | +23.5% |
| YTD | +60.7% | +8.3% | +52.4% | +54.3% |
| 1Y | +46.3% | +16.8% | +29.5% | +36.3% |
| 3Y | +85.6% | +115.0% | -29.4% | +33.9% |
| 5Y | +211.6% | +46.4% | +165.2% | +150.6% |
| All | +802.4% | +219.4% | +582.9% | +376.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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