+550.0%
LNG vs WY
+7.6%
+542.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -4.7% | -4.2% | -0.5% | -3.3% |
| 30D | +3.8% | -10.1% | +13.9% | +7.5% |
| 3M | +16.2% | -8.5% | +24.7% | +19.0% |
| 6M | +11.7% | -3.3% | +15.0% | +11.6% |
| YTD | +44.2% | -4.4% | +48.6% | +44.2% |
| 1Y | +18.6% | -11.5% | +30.0% | +21.5% |
| 3Y | +77.4% | -24.3% | +101.7% | +88.3% |
| 5Y | +232.3% | -21.3% | +253.6% | +239.6% |
| All | +550.0% | +7.6% | +542.4% | +434.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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