+13,824.1%
MA vs LNG
+697.2%
+13,127.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.7% | +3.4% | -6.1% | -3.1% |
| 30D | +1.5% | +14.9% | -13.3% | -0.3% |
| 3M | +20.4% | +21.4% | -1.0% | +17.4% |
| 6M | +11.1% | +17.8% | -6.7% | +8.4% |
| YTD | +2.0% | +51.3% | -49.3% | -3.7% |
| 1Y | -2.2% | +24.4% | -26.6% | -5.3% |
| 3Y | +41.9% | +79.7% | -37.8% | +30.2% |
| 5Y | +75.4% | +241.3% | -166.0% | +47.0% |
| 10Y | +527.5% | +603.1% | -75.6% | +375.6% |
| All | +13,824.1% | +697.2% | +13,127.0% | +9,647.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling