+22.0%
USB vs LNG
+164.0%
-141.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | 0.0% | -15.9% | +15.9% | +3.4% |
| 30D | +5.8% | +2.1% | +3.7% | +5.0% |
| 3M | -6.0% | +4.8% | -10.8% | -7.4% |
| 6M | +7.8% | +6.8% | +1.0% | +5.4% |
| YTD | +14.6% | +44.0% | -29.4% | +3.2% |
| 1Y | +31.8% | +34.9% | -3.1% | +20.5% |
| 3Y | +91.5% | +67.3% | +24.2% | +63.8% |
| All | +22.0% | +164.0% | -141.9% | -11.4% |
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