+10,850.6%
MO vs LNG
+1,108.4%
+9,742.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.4% | -6.7% | +4.3% | -2.3% |
| 30D | +3.6% | +3.9% | -0.3% | +3.5% |
| 3M | -3.7% | +15.5% | -19.2% | -4.0% |
| 6M | +4.5% | +10.5% | -6.0% | +4.3% |
| YTD | +21.5% | +43.0% | -21.5% | +20.7% |
| 1Y | +9.5% | +18.9% | -9.3% | +9.1% |
| 3Y | +93.6% | +74.7% | +18.9% | +91.4% |
| 5Y | +97.5% | +231.2% | -133.7% | +92.9% |
| 10Y | +111.2% | +544.5% | -433.3% | +103.6% |
| All | +10,850.6% | +1,108.4% | +9,742.2% | +9,882.1% |
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