+231.7%
LNG vs WCC
+211.6%
+20.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.1% |
| 7D | -4.5% | +1.7% | -6.1% | -4.7% |
| 30D | +4.7% | -6.1% | +10.7% | +5.4% |
| 3M | +15.1% | +3.1% | +12.1% | +13.9% |
| 6M | +13.6% | +28.2% | -14.7% | +7.6% |
| YTD | +44.0% | +41.1% | +2.9% | +33.5% |
| 1Y | +18.4% | +61.3% | -42.9% | +6.6% |
| 3Y | +75.9% | +123.6% | -47.8% | +42.9% |
| 5Y | +231.7% | +214.8% | +16.9% | +127.0% |
| All | +231.7% | +211.6% | +20.0% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling