+77.1%
LNG vs WU
-29.2%
+106.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -4.5% | -5.0% | +0.5% | -4.3% |
| 30D | +4.7% | -2.3% | +6.9% | +4.8% |
| 3M | +15.1% | -3.2% | +18.4% | +15.0% |
| 6M | +13.6% | -25.0% | +38.6% | +15.1% |
| YTD | +44.0% | -21.7% | +65.6% | +45.2% |
| 1Y | +18.4% | -9.0% | +27.3% | +17.5% |
| All | +77.1% | -29.2% | +106.2% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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