+77.4%
LNG vs WEC
+39.2%
+38.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | +3.8% | -2.6% | +6.4% | +4.7% |
| 3M | +16.2% | -6.0% | +22.2% | +18.5% |
| 6M | +11.7% | -5.4% | +17.1% | +13.5% |
| YTD | +44.2% | +2.5% | +41.7% | +42.7% |
| 1Y | +18.6% | -0.7% | +19.3% | +18.4% |
| 3Y | +77.4% | +38.7% | +38.7% | +61.1% |
| All | +77.4% | +39.2% | +38.2% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling