+213.6%
LNG vs Z
-53.4%
+267.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | +11.3% | +0.8% | +10.5% | +11.2% |
| 30D | +10.6% | +5.2% | +5.5% | +10.0% |
| 3M | +16.1% | -17.0% | +33.2% | +17.3% |
| 6M | +29.6% | -22.7% | +52.2% | +31.3% |
| YTD | +60.3% | -56.3% | +116.6% | +70.0% |
| 1Y | +46.1% | -57.7% | +103.8% | +55.2% |
| 3Y | +85.9% | -16.5% | +102.5% | +83.1% |
| All | +213.6% | -53.4% | +267.0% | +206.7% |
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