+89.2%
USB vs LNG
+711.1%
-621.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.6% |
| 7D | +0.8% | -8.4% | +9.1% | +3.5% |
| 30D | +6.8% | +2.7% | +4.1% | +5.4% |
| 3M | -3.8% | +11.7% | -15.5% | -7.9% |
| 6M | +11.7% | +19.5% | -7.7% | +4.1% |
| YTD | +17.5% | +48.0% | -30.5% | +0.4% |
| 1Y | +33.8% | +38.4% | -4.6% | +16.9% |
| 3Y | +104.2% | +71.9% | +32.4% | +61.6% |
| 5Y | +26.4% | +179.9% | -153.5% | -20.8% |
| 10Y | +89.2% | +700.5% | -611.3% | -21.6% |
| All | +89.2% | +711.1% | -621.9% | -21.6% |
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