+142.7%
WFC vs LNG
+561.0%
-418.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +0.3% | -4.5% | +4.8% | +1.8% |
| 30D | +2.3% | +4.7% | -2.4% | +0.6% |
| 3M | +9.8% | +15.1% | -5.4% | +3.8% |
| 6M | +15.6% | +13.6% | +2.0% | +9.0% |
| YTD | -2.4% | +44.0% | -46.4% | -15.9% |
| 1Y | +13.8% | +18.4% | -4.5% | +5.3% |
| 3Y | +134.6% | +75.9% | +58.8% | +83.8% |
| 5Y | +127.9% | +231.7% | -103.8% | +29.5% |
| All | +142.7% | +561.0% | -418.3% | +1.5% |
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