+558.6%
QQQ vs LNG
+562.2%
-3.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.6% | -4.7% | +4.1% | +0.4% |
| 30D | -1.2% | +3.8% | -5.0% | -2.1% |
| 3M | -0.2% | +16.2% | -16.4% | -3.7% |
| 6M | +17.9% | +11.7% | +6.2% | +13.9% |
| YTD | +16.6% | +44.2% | -27.6% | +6.0% |
| 1Y | +23.0% | +18.6% | +4.4% | +16.9% |
| 3Y | +92.9% | +77.4% | +15.5% | +64.6% |
| 5Y | +95.6% | +232.3% | -136.7% | +38.8% |
| All | +558.6% | +562.2% | -3.6% | +291.5% |
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 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