+178.1%
EOG vs LNG
+229.3%
-51.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | +1.0% | -4.5% | +5.5% | +3.6% |
| 30D | +2.8% | +4.7% | -1.8% | -0.2% |
| 3M | +5.9% | +15.1% | -9.3% | -3.0% |
| 6M | +17.1% | +13.6% | +3.5% | +7.8% |
| YTD | +43.9% | +44.0% | 0.0% | +14.8% |
| 1Y | +26.9% | +18.4% | +8.5% | +13.6% |
| 3Y | +23.6% | +75.9% | -52.3% | -16.8% |
| 5Y | +178.1% | +231.7% | -53.5% | +21.3% |
| All | +178.1% | +229.3% | -51.2% | +21.3% |
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