+163.6%
W vs LNG
+294.1%
-130.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | -4.2% | +3.4% | -7.6% | -5.2% |
| 30D | -7.6% | +14.9% | -22.4% | -11.7% |
| 3M | +37.2% | +21.4% | +15.8% | +27.6% |
| 6M | +26.3% | +17.8% | +8.5% | +16.8% |
| YTD | -1.0% | +51.3% | -52.3% | -16.4% |
| 1Y | +20.1% | +24.4% | -4.4% | +8.4% |
| 3Y | +37.8% | +79.7% | -41.9% | +7.6% |
| 5Y | -63.7% | +241.3% | -305.0% | -77.8% |
| 10Y | +156.3% | +603.1% | -446.8% | +17.0% |
| All | +163.6% | +294.1% | -130.5% | +14.0% |
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