+11.4%
WBD vs LNG
+562.2%
-550.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -0.7% | -4.7% | +3.9% | +0.6% |
| 30D | +1.4% | +3.8% | -2.4% | +0.1% |
| 3M | +4.4% | +16.2% | -11.8% | -0.6% |
| 6M | +0.8% | +11.7% | -10.9% | -3.5% |
| YTD | -2.7% | +44.2% | -46.9% | -14.3% |
| 1Y | +73.4% | +18.6% | +54.8% | +62.1% |
| 3Y | +142.1% | +77.4% | +64.7% | +99.0% |
| 5Y | +7.2% | +232.3% | -225.0% | -28.1% |
| All | +11.4% | +562.2% | -550.8% | -38.8% |
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