+31,075.3%
MSFT vs LNG
+1,178.8%
+29,896.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -2.7% | +3.4% | -6.1% | -2.8% |
| 30D | +2.7% | +14.9% | -12.2% | +2.3% |
| 3M | +17.0% | +21.4% | -4.4% | +16.2% |
| 6M | +23.8% | +17.8% | +6.0% | +23.1% |
| YTD | +4.0% | +51.3% | -47.3% | +2.5% |
| 1Y | -0.8% | +24.4% | -25.3% | -1.6% |
| 3Y | +55.6% | +79.7% | -24.1% | +52.4% |
| 5Y | +72.9% | +241.3% | -168.4% | +65.7% |
| 10Y | +875.8% | +603.1% | +272.7% | +812.3% |
| All | +31,075.3% | +1,178.8% | +29,896.4% | +24,741.4% |
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