+374.9%
V vs LNG
+561.0%
-186.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.0% | -4.5% | +1.4% | -1.9% |
| 30D | +1.2% | +4.7% | -3.5% | -0.1% |
| 3M | +13.9% | +15.1% | -1.2% | +9.4% |
| 6M | +17.2% | +13.6% | +3.7% | +12.3% |
| YTD | +5.3% | +44.0% | -38.6% | -5.7% |
| 1Y | +9.5% | +18.4% | -8.9% | +3.4% |
| 3Y | +51.9% | +75.9% | -23.9% | +26.1% |
| 5Y | +69.6% | +231.7% | -162.1% | +11.2% |
| All | +374.9% | +561.0% | -186.1% | +148.9% |
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