+164.0%
PAYX vs LNG
+562.2%
-398.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -4.9% | -4.7% | -0.2% | -3.9% |
| 30D | -3.8% | +3.8% | -7.6% | -4.6% |
| 3M | +17.9% | +16.2% | +1.7% | +13.8% |
| 6M | +26.1% | +11.7% | +14.4% | +22.3% |
| YTD | +6.7% | +44.2% | -37.5% | -2.2% |
| 1Y | -10.7% | +18.6% | -29.3% | -14.7% |
| 3Y | +7.0% | +77.4% | -70.4% | -7.6% |
| 5Y | +22.6% | +232.3% | -209.7% | -10.4% |
| All | +164.0% | +562.2% | -398.2% | +64.7% |
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 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