+486.8%
LNG vs ZCMD
-100.0%
+586.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | +0.2% |
| 7D | -4.7% | -5.4% | +0.7% | -4.6% |
| 30D | +3.8% | -24.8% | +28.6% | +4.0% |
| 3M | +16.2% | -62.8% | +78.9% | +15.2% |
| 6M | +11.7% | -99.5% | +111.2% | +15.7% |
| YTD | +44.2% | -99.8% | +144.0% | +50.5% |
| 1Y | +18.6% | -99.9% | +118.5% | +25.2% |
| 3Y | +77.4% | -100.0% | +177.4% | +95.4% |
| 5Y | +232.3% | -100.0% | +332.3% | +267.3% |
| All | +486.8% | -100.0% | +586.8% | +613.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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