+604.5%
XYZ vs LNG
+543.8%
+60.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -3.7% | -6.7% | +3.0% | -1.1% |
| 30D | +0.5% | +3.9% | -3.3% | -1.2% |
| 3M | +16.3% | +15.5% | +0.8% | +8.4% |
| 6M | +21.1% | +10.5% | +10.6% | +13.2% |
| YTD | +22.0% | +43.0% | -21.0% | +1.8% |
| 1Y | +5.2% | +18.9% | -13.7% | -5.1% |
| 3Y | +49.6% | +74.7% | -25.1% | +11.9% |
| 5Y | -68.4% | +231.2% | -299.7% | -83.0% |
| 10Y | +604.5% | +544.5% | +60.0% | +187.8% |
| All | +604.5% | +543.8% | +60.7% | +187.8% |
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