+550.0%
LNG vs WCC
+541.6%
+8.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | -0.7% |
| 7D | -4.7% | +1.5% | -6.2% | -5.1% |
| 30D | +3.8% | -2.1% | +5.9% | +4.0% |
| 3M | +16.2% | +3.8% | +12.3% | +13.7% |
| 6M | +11.7% | +35.0% | -23.3% | +0.8% |
| YTD | +44.2% | +46.4% | -2.1% | +26.6% |
| 1Y | +18.6% | +63.0% | -44.4% | +0.2% |
| 3Y | +77.4% | +133.9% | -56.5% | +27.0% |
| 5Y | +232.3% | +226.5% | +5.7% | +99.0% |
| All | +550.0% | +541.6% | +8.4% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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