+79.8%
USB vs LNG
+813.5%
-733.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | +1.2% | +10.9% | -9.7% | -2.2% |
| 30D | +6.3% | +8.1% | -1.8% | +3.1% |
| 3M | -6.1% | +15.7% | -21.8% | -11.1% |
| 6M | +13.0% | +27.2% | -14.2% | +3.2% |
| YTD | +16.6% | +60.7% | -44.1% | -3.1% |
| 1Y | +31.1% | +46.3% | -15.2% | +12.5% |
| 3Y | +100.9% | +85.6% | +15.3% | +54.9% |
| 5Y | +24.5% | +211.6% | -187.0% | -24.9% |
| All | +79.8% | +813.5% | -733.7% | -29.5% |
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