+211.6%
LNG vs S
-70.0%
+281.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.3% | +7.9% | +2.0% |
| 7D | +10.9% | +4.1% | +6.9% | +10.7% |
| 30D | +8.1% | -7.2% | +15.3% | +8.5% |
| 3M | +15.7% | 0.0% | +15.7% | +15.4% |
| 6M | +27.2% | +41.6% | -14.4% | +24.5% |
| YTD | +60.7% | +48.6% | +12.1% | +56.3% |
| 1Y | +46.3% | +30.0% | +16.2% | +43.3% |
| 3Y | +85.6% | +42.2% | +43.5% | +77.9% |
| 5Y | +211.6% | -70.8% | +282.4% | +230.9% |
| All | +211.6% | -70.0% | +281.6% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling