+5,972.7%
WDC vs LNG
+1,255.2%
+4,717.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -5.0% |
| 7D | +12.1% | +11.3% | +0.8% | +11.5% |
| 30D | -18.8% | +10.6% | -29.4% | -19.2% |
| 3M | -39.3% | +16.1% | -55.4% | -39.8% |
| 6M | -40.1% | +29.6% | -69.7% | -41.0% |
| YTD | +71.8% | +60.3% | +11.5% | +67.1% |
| 1Y | +88.5% | +46.1% | +42.4% | +84.2% |
| 3Y | +770.0% | +85.9% | +684.0% | +738.5% |
| 5Y | +549.0% | +210.8% | +338.2% | +507.9% |
| 10Y | +650.3% | +808.8% | -158.5% | +567.5% |
| All | +5,972.7% | +1,255.2% | +4,717.5% | +4,630.1% |
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