+67.5%
MA vs LNG
+218.5%
-151.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.0% | -0.5% |
| 7D | -1.8% | -6.2% | +4.4% | -0.7% |
| 30D | +1.4% | +8.0% | -6.6% | 0.0% |
| 3M | +17.7% | +16.9% | +0.8% | +14.3% |
| 6M | +9.7% | +8.7% | +1.0% | +7.3% |
| YTD | +0.5% | +43.0% | -42.5% | -7.1% |
| 1Y | -2.1% | +19.4% | -21.5% | -6.1% |
| 3Y | +40.1% | +74.7% | -34.6% | +23.1% |
| 5Y | +67.5% | +222.4% | -154.9% | +26.6% |
| All | +67.5% | +218.5% | -151.0% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling