+1,116.8%
LNG vs WY
+307.3%
+809.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.3% | +1.7% |
| 7D | -4.5% | -3.7% | -0.8% | -3.1% |
| 30D | +4.7% | -11.3% | +16.0% | +9.5% |
| 3M | +15.1% | -8.1% | +23.3% | +18.2% |
| 6M | +13.6% | -7.4% | +21.0% | +15.4% |
| YTD | +44.0% | -4.7% | +48.7% | +44.2% |
| 1Y | +18.4% | -9.2% | +27.6% | +20.3% |
| 3Y | +75.9% | -24.7% | +100.6% | +87.8% |
| 5Y | +231.7% | -21.6% | +253.2% | +240.7% |
| 10Y | +549.0% | +6.7% | +542.3% | +443.1% |
| All | +1,116.8% | +307.3% | +809.5% | +726.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling