+243.8%
MET vs LNG
+562.2%
-318.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -0.5% | -4.7% | +4.2% | +1.1% |
| 30D | +0.5% | +3.8% | -3.3% | -0.9% |
| 3M | +11.6% | +16.2% | -4.6% | +5.6% |
| 6M | +40.8% | +11.7% | +29.1% | +33.7% |
| YTD | +25.7% | +44.2% | -18.5% | +8.7% |
| 1Y | +24.4% | +18.6% | +5.8% | +15.2% |
| 3Y | +67.5% | +77.4% | -9.9% | +31.9% |
| 5Y | +85.8% | +232.3% | -146.5% | +8.6% |
| All | +243.8% | +562.2% | -318.4% | +51.6% |
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 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