+425.7%
META vs LNG
+711.1%
-285.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +4.6% |
| 7D | +5.7% | -8.4% | +14.1% | +7.5% |
| 30D | -10.8% | +2.7% | -13.4% | -11.4% |
| 3M | +8.4% | +11.7% | -3.3% | +5.7% |
| 6M | +5.4% | +19.5% | -14.1% | +0.9% |
| YTD | -2.6% | +48.0% | -50.6% | -12.2% |
| 1Y | +3.5% | +38.4% | -34.8% | -5.3% |
| 3Y | +102.0% | +71.9% | +30.1% | +73.8% |
| 5Y | +93.1% | +179.9% | -86.8% | +41.7% |
| 10Y | +425.7% | +700.5% | -274.8% | +181.3% |
| All | +425.7% | +711.1% | -285.4% | +181.3% |
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