+36.4%
UPS vs LNG
+562.2%
-525.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.0% | -4.7% | +2.7% | -1.2% |
| 30D | -2.0% | +3.8% | -5.8% | -2.6% |
| 3M | -6.2% | +16.2% | -22.4% | -8.9% |
| 6M | +2.8% | +11.7% | -8.9% | 0.0% |
| YTD | +5.9% | +44.2% | -38.3% | -1.9% |
| 1Y | +26.2% | +18.6% | +7.7% | +21.2% |
| 3Y | -26.0% | +77.4% | -103.4% | -35.5% |
| 5Y | -34.3% | +232.3% | -266.5% | -51.2% |
| All | +36.4% | +562.2% | -525.8% | -12.2% |
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