+1,263.7%
MU vs LNG
+229.3%
+1,034.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.0% |
| 7D | +2.0% | -4.5% | +6.5% | +2.6% |
| 30D | +12.5% | +4.7% | +7.9% | +11.8% |
| 3M | +9.6% | +15.1% | -5.5% | +7.1% |
| 6M | +142.6% | +13.6% | +129.0% | +134.4% |
| YTD | +242.7% | +44.0% | +198.7% | +210.1% |
| 1Y | +599.3% | +18.4% | +580.9% | +566.3% |
| 3Y | +1,308.3% | +75.9% | +1,232.4% | +1,140.2% |
| 5Y | +1,263.7% | +231.7% | +1,032.0% | +929.5% |
| All | +1,263.7% | +229.3% | +1,034.4% | +929.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling