-40.1%
WDC vs LNG
+27.0%
-67.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -5.0% |
| 7D | +12.1% | +11.3% | +0.8% | +12.8% |
| 30D | -18.8% | +10.6% | -29.4% | -15.1% |
| 3M | -39.3% | +16.1% | -55.4% | -34.2% |
| 6M | -40.1% | +29.6% | -69.7% | -20.4% |
| All | -40.1% | +27.0% | -67.1% | -20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling