+550.0%
LNG vs RUN
+42.2%
+507.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -4.7% | -3.7% | -1.0% | -4.5% |
| 30D | +3.8% | -13.0% | +16.8% | +4.7% |
| 3M | +16.2% | -31.8% | +48.0% | +18.7% |
| 6M | +11.7% | -32.2% | +43.9% | +13.4% |
| YTD | +44.2% | -53.5% | +97.7% | +49.2% |
| 1Y | +18.6% | -46.5% | +65.1% | +20.3% |
| 3Y | +77.4% | -37.6% | +115.0% | +57.8% |
| 5Y | +232.3% | -80.9% | +313.1% | +218.5% |
| All | +550.0% | +42.2% | +507.8% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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