+152.3%
W vs LNG
+561.0%
-408.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +0.5% | -4.5% | +5.0% | +2.1% |
| 30D | -5.6% | +4.7% | -10.2% | -7.4% |
| 3M | +41.9% | +15.1% | +26.8% | +32.4% |
| 6M | +30.2% | +13.6% | +16.7% | +19.8% |
| YTD | -2.9% | +44.0% | -46.9% | -19.8% |
| 1Y | +11.6% | +18.4% | -6.8% | +0.1% |
| 3Y | +37.0% | +75.9% | -38.9% | +0.9% |
| 5Y | -62.8% | +231.7% | -294.5% | -80.4% |
| All | +152.3% | +561.0% | -408.7% | -12.1% |
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