+26.1%
MMM vs LNG
+222.3%
-196.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | -2.6% | -6.7% | +4.2% | -1.8% |
| 30D | -9.3% | +3.9% | -13.2% | -9.8% |
| 3M | +5.6% | +15.5% | -9.9% | +3.2% |
| 6M | +9.5% | +10.5% | -1.1% | +7.1% |
| YTD | +4.1% | +43.0% | -38.8% | -2.9% |
| 1Y | +9.4% | +18.9% | -9.5% | +5.4% |
| 3Y | +101.0% | +74.7% | +26.3% | +81.7% |
| 5Y | +26.1% | +231.2% | -205.1% | +5.5% |
| All | +26.1% | +222.3% | -196.1% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling