+4,609.2%
MU vs LNG
+767.2%
+3,842.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.8% | +8.1% | +10.7% |
| 7D | +2.0% | +4.5% | -2.5% | +1.0% |
| 30D | -18.0% | +8.0% | -26.0% | -19.9% |
| 3M | -6.6% | +15.0% | -21.6% | -10.7% |
| 6M | +2.0% | +27.1% | -25.0% | -6.6% |
| YTD | +184.5% | +58.1% | +126.3% | +135.4% |
| 1Y | +236.9% | +45.0% | +191.9% | +187.8% |
| 3Y | +987.0% | +82.6% | +904.3% | +746.7% |
| 5Y | +1,014.6% | +206.8% | +807.8% | +567.7% |
| 10Y | +4,609.2% | +796.3% | +3,812.9% | +1,778.1% |
| All | +4,609.2% | +767.2% | +3,842.0% | +1,778.1% |
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 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