+77.4%
LNG vs WYNN
-5.1%
+82.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -4.7% | -4.2% | -0.5% | -4.5% |
| 30D | +3.8% | -14.6% | +18.4% | +4.7% |
| 3M | +16.2% | -18.4% | +34.6% | +17.5% |
| 6M | +11.7% | -11.9% | +23.6% | +12.2% |
| YTD | +44.2% | -26.6% | +70.8% | +47.2% |
| 1Y | +18.6% | -28.5% | +47.1% | +21.0% |
| 3Y | +77.4% | -5.1% | +82.5% | +69.5% |
| All | +77.4% | -5.1% | +82.5% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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