+4,222.6%
EOG vs LNG
+1,108.8%
+3,113.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.5% |
| 7D | -2.0% | -6.2% | +4.1% | -1.5% |
| 30D | +7.9% | +8.0% | -0.1% | +7.2% |
| 3M | +4.5% | +16.9% | -12.4% | +3.2% |
| 6M | +12.3% | +8.7% | +3.6% | +11.6% |
| YTD | +41.9% | +43.0% | -1.1% | +38.0% |
| 1Y | +27.8% | +19.4% | +8.4% | +26.1% |
| 3Y | +21.8% | +74.7% | -52.9% | +16.6% |
| 5Y | +174.0% | +222.4% | -48.4% | +151.6% |
| 10Y | +110.4% | +532.2% | -421.9% | +86.2% |
| All | +4,222.6% | +1,108.8% | +3,113.8% | +2,881.8% |
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 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