+91.7%
USB vs LNG
+693.0%
-601.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | 0.0% | -15.9% | +15.9% | +5.4% |
| 30D | +5.8% | +2.1% | +3.7% | +4.6% |
| 3M | -6.0% | +4.8% | -10.8% | -8.1% |
| 6M | +7.8% | +6.8% | +1.0% | +4.2% |
| YTD | +14.6% | +44.0% | -29.4% | -1.2% |
| 1Y | +31.8% | +34.9% | -3.1% | +16.1% |
| 3Y | +91.5% | +67.3% | +24.2% | +52.9% |
| 5Y | +22.0% | +170.1% | -148.1% | -22.5% |
| All | +91.7% | +693.0% | -601.3% | -19.2% |
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