+231.2%
LNG vs Z
-65.8%
+297.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -6.7% | -7.1% | +0.3% | -6.3% |
| 30D | +3.9% | -4.8% | +8.6% | +4.1% |
| 3M | +15.5% | -9.3% | +24.8% | +16.0% |
| 6M | +10.5% | -29.0% | +39.5% | +12.7% |
| YTD | +43.0% | -52.9% | +95.8% | +50.1% |
| 1Y | +18.9% | -63.1% | +82.0% | +27.1% |
| 3Y | +74.7% | -36.9% | +111.5% | +77.6% |
| 5Y | +231.2% | -65.5% | +296.7% | +219.0% |
| All | +231.2% | -65.8% | +297.0% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling