+231.7%
LNG vs WAB
+220.1%
+11.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.3% |
| 3M | +15.1% | +9.4% | +5.8% | +11.6% |
| 6M | +13.6% | +13.8% | -0.3% | +7.9% |
| YTD | +44.0% | +31.8% | +12.2% | +29.9% |
| 1Y | +18.4% | +48.5% | -30.2% | +1.9% |
| 3Y | +75.9% | +167.0% | -91.1% | +20.8% |
| 5Y | +231.7% | +222.3% | +9.3% | +104.9% |
| All | +231.7% | +220.1% | +11.5% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling