+349.9%
WELL vs LNG
+561.0%
-211.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -2.2% | -4.5% | +2.2% | -1.1% |
| 30D | +4.7% | +4.7% | 0.0% | +3.3% |
| 3M | +11.9% | +15.1% | -3.2% | +7.3% |
| 6M | +14.3% | +13.6% | +0.7% | +9.3% |
| YTD | +28.4% | +44.0% | -15.6% | +14.4% |
| 1Y | +42.3% | +18.4% | +23.9% | +34.0% |
| 3Y | +202.6% | +75.9% | +126.7% | +148.8% |
| 5Y | +206.5% | +231.7% | -25.1% | +91.5% |
| All | +349.9% | +561.0% | -211.1% | +111.8% |
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