+1,108.4%
LNG vs WSM
+14,012.2%
-12,903.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -6.7% | +2.6% | -9.4% | -7.2% |
| 30D | +3.9% | -9.3% | +13.1% | +5.9% |
| 3M | +15.5% | +7.1% | +8.4% | +13.3% |
| 6M | +10.5% | +21.7% | -11.2% | +5.0% |
| YTD | +43.0% | +28.7% | +14.2% | +33.8% |
| 1Y | +18.9% | +13.9% | +5.0% | +13.7% |
| 3Y | +74.7% | +232.2% | -157.5% | +26.5% |
| 5Y | +231.2% | +176.4% | +54.8% | +139.1% |
| 10Y | +544.5% | +1,072.4% | -527.9% | +206.9% |
| All | +1,108.4% | +14,012.2% | -12,903.8% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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