+3,447.3%
WFC vs LNG
+1,255.2%
+2,192.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +2.5% | +11.3% | -8.8% | +1.9% |
| 30D | +7.0% | +10.6% | -3.6% | +6.4% |
| 3M | -1.8% | +16.1% | -17.9% | -2.6% |
| 6M | +18.4% | +29.6% | -11.2% | +16.6% |
| YTD | -5.6% | +60.3% | -65.9% | -8.1% |
| 1Y | +3.9% | +46.1% | -42.2% | +1.6% |
| 3Y | +126.3% | +85.9% | +40.4% | +118.3% |
| 5Y | +91.1% | +210.8% | -119.7% | +79.0% |
| 10Y | +118.5% | +808.8% | -690.2% | +94.2% |
| All | +3,447.3% | +1,255.2% | +2,192.1% | +2,495.5% |
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 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