+77.1%
LNG vs WAB
+164.6%
-87.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | +4.7% | -5.9% | +10.5% | +5.7% |
| 3M | +15.1% | +9.4% | +5.8% | +12.6% |
| 6M | +13.6% | +13.8% | -0.3% | +9.4% |
| YTD | +44.0% | +31.8% | +12.2% | +32.6% |
| 1Y | +18.4% | +48.5% | -30.2% | +4.5% |
| All | +77.1% | +164.6% | -87.5% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling