+5,744.5%
MU vs LNG
+561.0%
+5,183.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.1% |
| 7D | +2.0% | -4.5% | +6.5% | +3.4% |
| 30D | +12.5% | +4.7% | +7.9% | +10.8% |
| 3M | +9.6% | +15.1% | -5.5% | +4.1% |
| 6M | +142.6% | +13.6% | +129.0% | +127.2% |
| YTD | +242.7% | +44.0% | +198.7% | +192.8% |
| 1Y | +599.3% | +18.4% | +580.9% | +541.0% |
| 3Y | +1,308.3% | +75.9% | +1,232.4% | +1,007.8% |
| 5Y | +1,263.7% | +231.7% | +1,032.0% | +684.0% |
| All | +5,744.5% | +561.0% | +5,183.5% | +2,411.5% |
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