+2,801.2%
LNG vs WAB
+4,115.8%
-1,314.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.0% | -5.7% |
| 7D | -6.2% | +1.7% | -7.8% | -6.7% |
| 30D | +8.0% | -2.4% | +10.4% | +8.8% |
| 3M | +16.9% | +9.7% | +7.2% | +12.3% |
| 6M | +8.7% | +16.5% | -7.8% | +1.4% |
| YTD | +43.0% | +33.7% | +9.3% | +26.6% |
| 1Y | +19.4% | +49.7% | -30.2% | +1.1% |
| 3Y | +74.7% | +170.9% | -96.2% | +17.3% |
| 5Y | +222.4% | +228.0% | -5.6% | +98.7% |
| 10Y | +532.2% | +284.8% | +247.4% | +243.0% |
| All | +2,801.2% | +4,115.8% | -1,314.6% | +831.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling