+915.1%
MSFT vs LNG
+811.3%
+103.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.3% | +11.3% | -12.6% | -3.2% |
| 30D | -1.8% | +10.6% | -12.5% | -3.9% |
| 3M | +5.6% | +16.1% | -10.5% | +2.4% |
| 6M | +29.8% | +29.6% | +0.3% | +22.9% |
| YTD | +9.0% | +60.3% | -51.3% | -1.9% |
| 1Y | +4.9% | +46.1% | -41.2% | -3.8% |
| 3Y | +46.2% | +85.9% | -39.7% | +25.4% |
| 5Y | +62.1% | +210.8% | -148.7% | +19.6% |
| All | +915.1% | +811.3% | +103.8% | +507.3% |
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