+593.1%
MA vs LNG
+811.3%
-218.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | +1.3% | +11.3% | -10.0% | -1.6% |
| 30D | +9.6% | +10.6% | -1.0% | +6.2% |
| 3M | +16.8% | +16.1% | +0.7% | +11.5% |
| 6M | +35.2% | +29.6% | +5.6% | +24.7% |
| YTD | +16.6% | +60.3% | -43.8% | 0.0% |
| 1Y | +19.8% | +46.1% | -26.3% | +5.6% |
| 3Y | +70.7% | +85.9% | -15.2% | +37.3% |
| 5Y | +87.4% | +210.8% | -123.4% | +22.0% |
| All | +593.1% | +811.3% | -218.2% | +236.8% |
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