+2,228.8%
MMM vs LNG
+1,188.2%
+1,040.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.3% |
| 7D | +7.0% | -5.5% | +12.4% | +7.1% |
| 30D | +18.4% | +5.7% | +12.6% | +18.1% |
| 3M | +4.5% | +10.7% | -6.2% | +4.1% |
| 6M | +33.4% | +23.1% | +10.4% | +32.4% |
| YTD | +20.0% | +52.4% | -32.5% | +18.2% |
| 1Y | +15.0% | +40.0% | -25.0% | +13.6% |
| 3Y | +165.0% | +76.0% | +89.0% | +159.7% |
| 5Y | +47.9% | +194.7% | -146.8% | +42.4% |
| 10Y | +79.6% | +726.7% | -647.0% | +67.3% |
| All | +2,228.8% | +1,188.2% | +1,040.5% | +1,854.9% |
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