+5,799.8%
UNP vs LNG
+1,108.8%
+4,690.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.2% |
| 7D | -0.7% | -6.2% | +5.4% | -0.5% |
| 30D | -1.1% | +8.0% | -9.1% | -1.4% |
| 3M | +7.9% | +16.9% | -9.0% | +7.2% |
| 6M | +14.6% | +8.7% | +6.0% | +14.2% |
| YTD | +26.6% | +43.0% | -16.4% | +24.7% |
| 1Y | +35.6% | +19.4% | +16.1% | +34.5% |
| 3Y | +45.5% | +74.7% | -29.2% | +42.0% |
| 5Y | +50.0% | +222.4% | -172.4% | +42.7% |
| 10Y | +271.8% | +532.2% | -260.4% | +244.6% |
| All | +5,799.8% | +1,108.8% | +4,690.9% | +4,782.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling