-53.1%
W vs LNG
+203.0%
-256.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +0.9% |
| 7D | -7.4% | +4.5% | -11.9% | -8.2% |
| 30D | +7.8% | +8.0% | -0.2% | +5.7% |
| 3M | +10.9% | +15.0% | -4.1% | +6.9% |
| 6M | +86.4% | +27.1% | +59.4% | +73.2% |
| YTD | +14.0% | +58.1% | -44.2% | -4.9% |
| 1Y | +3.5% | +45.0% | -41.5% | -10.7% |
| 3Y | +164.8% | +82.6% | +82.1% | +105.4% |
| 5Y | -53.1% | +206.8% | -260.0% | -72.1% |
| All | -53.1% | +203.0% | -256.1% | -72.1% |
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 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