+550.0%
LNG vs WAB
+296.8%
+253.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +3.8% | -4.1% | +7.9% | +5.2% |
| 3M | +16.2% | +8.2% | +8.0% | +12.1% |
| 6M | +11.7% | +15.4% | -3.7% | +4.4% |
| YTD | +44.2% | +33.1% | +11.1% | +27.4% |
| 1Y | +18.6% | +48.1% | -29.5% | +0.1% |
| 3Y | +77.4% | +167.7% | -90.3% | +16.8% |
| 5Y | +232.3% | +225.7% | +6.6% | +98.6% |
| All | +550.0% | +296.8% | +253.2% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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