+872.1%
MSFT vs LNG
+561.0%
+311.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -3.5% | -4.5% | +1.0% | -2.7% |
| 30D | -2.1% | +4.7% | -6.7% | -3.0% |
| 3M | +24.2% | +15.1% | +9.0% | +20.6% |
| 6M | +21.9% | +13.6% | +8.3% | +17.9% |
| YTD | +2.5% | +44.0% | -41.5% | -5.7% |
| 1Y | -0.8% | +18.4% | -19.1% | -5.0% |
| 3Y | +50.8% | +75.9% | -25.1% | +30.6% |
| 5Y | +73.5% | +231.7% | -158.2% | +25.2% |
| All | +872.1% | +561.0% | +311.1% | +491.5% |
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 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