+1,181.4%
MET vs LNG
+21,878.9%
-20,697.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -1.5% |
| 7D | +1.1% | -6.2% | +7.3% | +2.0% |
| 30D | -2.3% | +8.0% | -10.3% | -3.4% |
| 3M | +13.9% | +16.9% | -3.0% | +11.4% |
| 6M | +34.8% | +8.7% | +26.1% | +32.8% |
| YTD | +23.5% | +43.0% | -19.5% | +17.3% |
| 1Y | +23.4% | +19.4% | +4.0% | +19.9% |
| 3Y | +64.9% | +74.7% | -9.8% | +52.0% |
| 5Y | +82.0% | +222.4% | -140.4% | +53.6% |
| 10Y | +244.4% | +532.2% | -287.9% | +164.5% |
| All | +1,181.4% | +21,878.9% | -20,697.5% | +563.4% |
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