+584.1%
MA vs LNG
+813.5%
-229.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.7% |
| 7D | -0.5% | +10.9% | -11.5% | -3.3% |
| 30D | +7.9% | +8.1% | -0.2% | +5.2% |
| 3M | +16.8% | +15.7% | +1.1% | +11.6% |
| 6M | +31.0% | +27.2% | +3.8% | +21.4% |
| YTD | +15.0% | +60.7% | -45.7% | -1.3% |
| 1Y | +17.0% | +46.3% | -29.3% | +3.1% |
| 3Y | +68.5% | +85.6% | -17.2% | +35.6% |
| 5Y | +85.0% | +211.6% | -126.6% | +20.3% |
| All | +584.1% | +813.5% | -229.4% | +232.2% |
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