+231.7%
LNG vs WAT
-5.3%
+236.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -4.5% | -2.9% | -1.6% | -4.3% |
| 30D | +4.7% | -3.2% | +7.9% | +4.9% |
| 3M | +15.1% | +10.6% | +4.6% | +14.2% |
| 6M | +13.6% | +34.0% | -20.5% | +10.3% |
| YTD | +44.0% | +5.7% | +38.2% | +43.2% |
| 1Y | +18.4% | +37.1% | -18.7% | +13.7% |
| 3Y | +75.9% | +52.4% | +23.5% | +62.4% |
| 5Y | +231.7% | -4.4% | +236.1% | +207.2% |
| All | +231.7% | -5.3% | +236.9% | +207.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling