+15,808.0%
MA vs LNG
+733.2%
+15,074.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.2% |
| 7D | -1.8% | +4.5% | -6.3% | -2.3% |
| 30D | +11.0% | +8.0% | +3.0% | +9.8% |
| 3M | +17.9% | +15.0% | +2.9% | +15.6% |
| 6M | +33.2% | +27.1% | +6.1% | +28.7% |
| YTD | +16.5% | +58.1% | -41.6% | +9.2% |
| 1Y | +19.1% | +45.0% | -25.9% | +12.8% |
| 3Y | +70.6% | +82.6% | -12.1% | +56.0% |
| 5Y | +92.1% | +206.8% | -114.7% | +63.1% |
| 10Y | +569.6% | +796.3% | -226.7% | +393.8% |
| All | +15,808.0% | +733.2% | +15,074.7% | +10,953.2% |
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 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