+433.8%
MAR vs LNG
+562.2%
-128.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -0.5% | -4.7% | +4.1% | +1.1% |
| 30D | -5.4% | +3.8% | -9.2% | -6.8% |
| 3M | -15.5% | +16.2% | -31.7% | -20.5% |
| 6M | +3.0% | +11.7% | -8.7% | -2.9% |
| YTD | +8.5% | +44.2% | -35.7% | -7.8% |
| 1Y | +26.0% | +18.6% | +7.4% | +15.3% |
| 3Y | +68.6% | +77.4% | -8.8% | +27.1% |
| 5Y | +157.4% | +232.3% | -74.9% | +35.7% |
| All | +433.8% | +562.2% | -128.4% | +99.8% |
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