+77.4%
LNG vs WY
-24.8%
+102.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -4.7% | -4.2% | -0.5% | -4.3% |
| 30D | +3.8% | -10.1% | +13.9% | +4.9% |
| 3M | +16.2% | -8.5% | +24.7% | +17.0% |
| 6M | +11.7% | -3.3% | +15.0% | +11.3% |
| YTD | +44.2% | -4.4% | +48.6% | +43.8% |
| 1Y | +18.6% | -11.5% | +30.0% | +20.1% |
| 3Y | +77.4% | -24.3% | +101.7% | +82.4% |
| All | +77.4% | -24.8% | +102.2% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling