+41.2%
USB vs LNG
+252.8%
-211.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +1.4% | +3.4% | -2.0% | +0.7% |
| 30D | -1.3% | +14.9% | -16.2% | -4.3% |
| 3M | +15.2% | +21.4% | -6.1% | +10.1% |
| 6M | +18.8% | +17.8% | +1.0% | +13.5% |
| YTD | +21.0% | +51.3% | -30.3% | +8.4% |
| 1Y | +34.0% | +24.4% | +9.6% | +26.1% |
| 3Y | +95.3% | +79.7% | +15.6% | +65.3% |
| All | +41.2% | +252.8% | -211.6% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling