+550.0%
LNG vs WAT
+170.9%
+379.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | +3.8% | -1.9% | +5.7% | +4.2% |
| 3M | +16.2% | +13.5% | +2.6% | +12.8% |
| 6M | +11.7% | +37.2% | -25.5% | +3.1% |
| YTD | +44.2% | +7.5% | +36.7% | +40.3% |
| 1Y | +18.6% | +35.0% | -16.4% | +8.4% |
| 3Y | +77.4% | +55.1% | +22.3% | +48.2% |
| 5Y | +232.3% | -2.8% | +235.1% | +220.0% |
| All | +550.0% | +170.9% | +379.0% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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