+277.6%
UNP vs LNG
+562.2%
-284.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.8% | -4.7% | +2.9% | -0.5% |
| 30D | -2.7% | +3.8% | -6.5% | -3.9% |
| 3M | +6.5% | +16.2% | -9.7% | +1.8% |
| 6M | +14.4% | +11.7% | +2.7% | +9.7% |
| YTD | +24.8% | +44.2% | -19.4% | +10.9% |
| 1Y | +34.4% | +18.6% | +15.9% | +26.4% |
| 3Y | +43.6% | +77.4% | -33.8% | +16.6% |
| 5Y | +53.2% | +232.3% | -179.0% | -4.8% |
| All | +277.6% | +562.2% | -284.6% | +79.3% |
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