+4,215.4%
USB vs LNG
+1,178.8%
+3,036.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +1.4% | +3.4% | -2.0% | +1.3% |
| 30D | -1.3% | +14.9% | -16.2% | -2.0% |
| 3M | +15.2% | +21.4% | -6.1% | +14.1% |
| 6M | +18.8% | +17.8% | +1.0% | +17.7% |
| YTD | +21.0% | +51.3% | -30.3% | +18.4% |
| 1Y | +34.0% | +24.4% | +9.6% | +32.4% |
| 3Y | +95.3% | +79.7% | +15.6% | +89.3% |
| 5Y | +40.4% | +241.3% | -201.0% | +31.7% |
| 10Y | +107.3% | +603.1% | -495.8% | +87.9% |
| All | +4,215.4% | +1,178.8% | +3,036.6% | +3,184.7% |
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