-35.7%
U vs LNG
+474.5%
-510.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +5.5% | -4.7% | +10.2% | +6.9% |
| 30D | -1.3% | +3.8% | -5.1% | -2.6% |
| 3M | +64.6% | +16.2% | +48.4% | +56.0% |
| 6M | +119.4% | +11.7% | +107.7% | +108.2% |
| YTD | -0.5% | +44.2% | -44.7% | -14.2% |
| 1Y | +1.3% | +18.6% | -17.3% | -6.3% |
| 3Y | +15.6% | +77.4% | -61.8% | -7.6% |
| 5Y | -67.5% | +232.3% | -299.7% | -77.7% |
| All | -35.7% | +474.5% | -510.2% | -64.5% |
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