+4,007.1%
USB vs LNG
+1,124.4%
+2,882.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.9% |
| 7D | -1.5% | -12.3% | +10.9% | -0.9% |
| 30D | +4.3% | +1.6% | +2.7% | +4.2% |
| 3M | -6.1% | +10.0% | -16.1% | -6.6% |
| 6M | +9.4% | +4.2% | +5.2% | +9.0% |
| YTD | +15.2% | +44.8% | -29.7% | +12.9% |
| 1Y | +32.8% | +37.3% | -4.5% | +30.4% |
| 3Y | +91.3% | +65.8% | +25.5% | +86.0% |
| 5Y | +22.7% | +171.7% | -149.0% | +16.2% |
| 10Y | +97.0% | +697.6% | -600.6% | +77.7% |
| All | +4,007.1% | +1,124.4% | +2,882.7% | +3,030.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling