+2,396.1%
MUU vs LNG
+48.1%
+2,348.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -8.2% | -4.7% | -3.6% | -7.3% |
| 30D | +10.2% | +3.8% | +6.3% | +9.3% |
| 3M | -26.5% | +16.2% | -42.7% | -29.5% |
| 6M | +227.2% | +11.7% | +215.5% | +196.9% |
| YTD | +527.4% | +44.2% | +483.2% | +326.4% |
| 1Y | +1,843.7% | +18.6% | +1,825.1% | +1,548.7% |
| All | +2,396.1% | +48.1% | +2,348.0% | +1,733.7% |
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