+135.9%
WMT vs LNG
+228.1%
-92.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | 0.0% | -4.7% | +4.7% | +0.2% |
| 30D | -7.4% | +3.8% | -11.2% | -7.6% |
| 3M | -10.9% | +16.2% | -27.0% | -11.6% |
| 6M | -12.7% | +11.7% | -24.4% | -13.3% |
| YTD | -3.2% | +44.2% | -47.4% | -5.5% |
| 1Y | +5.3% | +18.6% | -13.3% | +4.1% |
| 3Y | +101.9% | +77.4% | +24.5% | +95.8% |
| All | +135.9% | +228.1% | -92.2% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling