+378.1%
PSX vs LNG
+562.2%
-184.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.7% | -4.7% | +6.4% | +4.3% |
| 30D | +15.6% | +3.8% | +11.8% | +12.9% |
| 3M | +46.5% | +16.2% | +30.3% | +34.1% |
| 6M | +55.0% | +11.7% | +43.3% | +44.8% |
| YTD | +105.3% | +44.2% | +61.1% | +66.2% |
| 1Y | +101.6% | +18.6% | +83.0% | +81.5% |
| 3Y | +134.1% | +77.4% | +56.7% | +63.9% |
| 5Y | +368.7% | +232.3% | +136.4% | +117.3% |
| All | +378.1% | +562.2% | -184.1% | +50.4% |
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