+1,108.8%
LNG vs WEC
+2,763.7%
-1,654.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.5% | -5.8% |
| 7D | -6.2% | +0.8% | -7.0% | -6.4% |
| 30D | +8.0% | +0.3% | +7.7% | +7.8% |
| 3M | +16.9% | -2.9% | +19.8% | +17.9% |
| 6M | +8.7% | -5.9% | +14.6% | +10.6% |
| YTD | +43.0% | +4.1% | +38.9% | +40.8% |
| 1Y | +19.4% | +3.1% | +16.3% | +17.9% |
| 3Y | +74.7% | +40.8% | +33.9% | +55.1% |
| 5Y | +222.4% | +31.7% | +190.7% | +187.8% |
| 10Y | +532.2% | +141.1% | +391.1% | +314.3% |
| All | +1,108.8% | +2,763.7% | -1,654.8% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling