+54.0%
UNP vs LNG
+229.3%
-175.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -1.2% | -4.5% | +3.3% | -0.5% |
| 30D | -2.0% | +4.7% | -6.6% | -2.7% |
| 3M | +7.5% | +15.1% | -7.6% | +5.1% |
| 6M | +15.3% | +13.6% | +1.8% | +12.4% |
| YTD | +25.4% | +44.0% | -18.5% | +17.5% |
| 1Y | +35.6% | +18.4% | +17.2% | +31.1% |
| 3Y | +44.1% | +75.9% | -31.7% | +28.7% |
| 5Y | +54.0% | +231.7% | -177.7% | +22.9% |
| All | +54.0% | +229.3% | -175.3% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling