+113.2%
WDC vs LNG
+42.0%
+71.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.2% | -0.6% | -8.7% |
| 7D | -18.3% | -1.9% | -16.4% | -18.2% |
| 30D | -26.7% | +6.2% | -32.9% | -23.8% |
| 3M | -40.9% | +13.7% | -54.7% | -36.3% |
| 6M | -26.8% | +7.5% | -34.3% | -20.1% |
| YTD | +88.2% | +51.3% | +36.9% | +123.8% |
| 1Y | +113.2% | +42.6% | +70.6% | +164.4% |
| All | +113.2% | +42.0% | +71.2% | +164.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling