+339.7%
LNG vs Z
+17.0%
+322.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.4% | +1.0% | -4.7% |
| 7D | -6.2% | -3.3% | -2.9% | -5.8% |
| 30D | +8.0% | -3.7% | +11.7% | +8.3% |
| 3M | +16.9% | -7.0% | +23.9% | +17.3% |
| 6M | +8.7% | -29.5% | +38.2% | +12.6% |
| YTD | +43.0% | -52.6% | +95.6% | +55.4% |
| 1Y | +19.4% | -64.0% | +83.4% | +34.2% |
| 3Y | +74.7% | -36.4% | +111.1% | +77.1% |
| 5Y | +222.4% | -65.8% | +288.2% | +241.6% |
| 10Y | +532.2% | -5.8% | +538.0% | +379.0% |
| All | +339.7% | +17.0% | +322.7% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling