-22.7%
U vs LNG
+538.8%
-561.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.3% |
| 7D | +2.6% | +11.3% | -8.8% | -0.4% |
| 30D | +27.6% | +10.6% | +16.9% | +22.8% |
| 3M | +15.3% | +16.1% | -0.8% | +9.3% |
| 6M | +96.4% | +29.6% | +66.8% | +78.6% |
| YTD | +19.6% | +60.3% | -40.8% | -0.8% |
| 1Y | +42.1% | +46.1% | -4.0% | +21.8% |
| 3Y | +87.5% | +85.9% | +1.6% | +47.5% |
| 5Y | -73.1% | +210.8% | -284.0% | -81.7% |
| All | -22.7% | +538.8% | -561.5% | -58.9% |
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