+108.7%
USB vs LNG
+603.6%
-494.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +1.4% | +3.4% | -2.0% | +0.3% |
| 30D | -1.3% | +14.9% | -16.2% | -5.9% |
| 3M | +15.2% | +21.4% | -6.1% | +7.5% |
| 6M | +18.8% | +17.8% | +1.0% | +11.0% |
| YTD | +21.0% | +51.3% | -30.3% | +3.3% |
| 1Y | +34.0% | +24.4% | +9.6% | +22.3% |
| 3Y | +95.3% | +79.7% | +15.6% | +53.2% |
| 5Y | +40.4% | +241.3% | -201.0% | -18.4% |
| All | +108.7% | +603.6% | -494.9% | -11.2% |
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