+46.2%
MSFT vs LNG
+85.6%
-39.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.3% | +11.3% | -12.6% | -1.3% |
| 30D | -1.8% | +10.6% | -12.5% | -1.9% |
| 3M | +5.6% | +16.1% | -10.5% | +5.4% |
| 6M | +29.8% | +29.6% | +0.3% | +29.2% |
| YTD | +9.0% | +60.3% | -51.3% | +5.9% |
| 1Y | +4.9% | +46.1% | -41.2% | +2.9% |
| 3Y | +46.2% | +85.9% | -39.7% | +47.8% |
| All | +46.2% | +85.6% | -39.4% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling