+550.0%
LNG vs WWD
+498.2%
+51.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -4.7% | -2.6% | -2.1% | -4.0% |
| 30D | +3.8% | -6.9% | +10.7% | +5.8% |
| 3M | +16.2% | -13.0% | +29.2% | +19.7% |
| 6M | +11.7% | -12.5% | +24.1% | +13.6% |
| YTD | +44.2% | +11.8% | +32.4% | +35.2% |
| 1Y | +18.6% | +41.1% | -22.5% | +2.3% |
| 3Y | +77.4% | +163.1% | -85.6% | +21.4% |
| 5Y | +232.3% | +187.6% | +44.6% | +114.2% |
| All | +550.0% | +498.2% | +51.8% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling