+138.6%
NOK vs LNG
+562.2%
-423.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | -4.7% | +15.6% | +11.9% |
| 30D | +7.8% | +3.8% | +4.0% | +6.8% |
| 3M | -21.0% | +16.2% | -37.2% | -23.9% |
| 6M | +40.9% | +11.7% | +29.2% | +36.1% |
| YTD | +72.0% | +44.2% | +27.8% | +56.7% |
| 1Y | +140.9% | +18.6% | +122.3% | +129.2% |
| 3Y | +194.3% | +77.4% | +116.8% | +149.2% |
| 5Y | +112.5% | +232.3% | -119.7% | +48.9% |
| All | +138.6% | +562.2% | -423.6% | +38.6% |
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