-62.3%
W vs LNG
+222.3%
-284.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +5.9% | -6.7% | +12.6% | +7.4% |
| 30D | -3.0% | +3.9% | -6.9% | -4.0% |
| 3M | +40.3% | +15.5% | +24.8% | +34.2% |
| 6M | +32.2% | +10.5% | +21.7% | +25.8% |
| YTD | -0.3% | +43.0% | -43.3% | -13.7% |
| 1Y | +16.2% | +18.9% | -2.7% | +7.3% |
| 3Y | +40.7% | +74.7% | -33.9% | +11.4% |
| 5Y | -62.3% | +231.2% | -293.6% | -73.6% |
| All | -62.3% | +222.3% | -284.6% | -73.6% |
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