+196.7%
W vs LNG
+317.6%
-120.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.2% | +11.3% | -11.2% | -3.0% |
| 30D | +6.8% | +10.6% | -3.8% | +3.2% |
| 3M | +10.7% | +16.1% | -5.5% | +5.0% |
| 6M | +86.3% | +29.6% | +56.8% | +68.7% |
| YTD | +11.5% | +60.3% | -48.9% | -8.1% |
| 1Y | +5.1% | +46.1% | -41.0% | -10.5% |
| 3Y | +171.0% | +85.9% | +85.1% | +109.2% |
| 5Y | -56.6% | +210.8% | -267.5% | -72.6% |
| 10Y | +213.4% | +808.8% | -595.4% | +35.9% |
| All | +196.7% | +317.6% | -120.9% | +25.4% |
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