+1,842.6%
UMC vs LNG
+562.2%
+1,280.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.0% | -4.7% | +13.7% | +9.9% |
| 30D | +17.2% | +3.8% | +13.4% | +16.2% |
| 3M | +11.4% | +16.2% | -4.8% | +7.6% |
| 6M | +137.5% | +11.7% | +125.8% | +129.3% |
| YTD | +193.1% | +44.2% | +148.9% | +166.0% |
| 1Y | +240.3% | +18.6% | +221.7% | +223.2% |
| 3Y | +262.2% | +77.4% | +184.8% | +208.6% |
| 5Y | +143.1% | +232.3% | -89.1% | +74.8% |
| All | +1,842.6% | +562.2% | +1,280.4% | +1,085.5% |
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