+190.4%
ETN vs LNG
+228.1%
-37.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -4.7% | +8.2% | +4.2% |
| 30D | -7.5% | +3.8% | -11.3% | -8.2% |
| 3M | +8.3% | +16.2% | -7.8% | +5.3% |
| 6M | +20.2% | +11.7% | +8.5% | +16.8% |
| YTD | +34.7% | +44.2% | -9.5% | +23.7% |
| 1Y | +19.4% | +18.6% | +0.9% | +14.4% |
| 3Y | +85.5% | +77.4% | +8.1% | +64.2% |
| All | +190.4% | +228.1% | -37.7% | +129.0% |
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