+227.5%
LOW vs LNG
+562.2%
-334.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.7% | -4.7% | +0.9% | -2.8% |
| 30D | -8.9% | +3.8% | -12.7% | -9.7% |
| 3M | -10.4% | +16.2% | -26.6% | -13.7% |
| 6M | -19.4% | +11.7% | -31.1% | -22.2% |
| YTD | -17.1% | +44.2% | -61.3% | -24.9% |
| 1Y | -26.3% | +18.6% | -44.8% | -30.1% |
| 3Y | -9.9% | +77.4% | -87.3% | -24.2% |
| 5Y | +6.1% | +232.3% | -226.1% | -28.8% |
| All | +227.5% | +562.2% | -334.7% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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