+550.0%
LNG vs ZBRA
+435.2%
+114.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.2% |
| 7D | -4.7% | -3.4% | -1.3% | -4.0% |
| 30D | +3.8% | -7.4% | +11.2% | +5.4% |
| 3M | +16.2% | +57.5% | -41.4% | +4.2% |
| 6M | +11.7% | +64.0% | -52.3% | -1.4% |
| YTD | +44.2% | +44.3% | -0.1% | +30.2% |
| 1Y | +18.6% | +10.9% | +7.7% | +13.2% |
| 3Y | +77.4% | +37.5% | +39.9% | +54.8% |
| 5Y | +232.3% | -39.7% | +271.9% | +249.8% |
| All | +550.0% | +435.2% | +114.7% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling