+8,795.8%
ETN vs LNG
+1,116.8%
+7,679.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | +3.0% | -4.5% | +7.5% | +3.2% |
| 30D | -10.9% | +4.7% | -15.6% | -11.1% |
| 3M | +9.2% | +15.1% | -5.9% | +8.4% |
| 6M | +13.9% | +13.6% | +0.4% | +13.0% |
| YTD | +29.5% | +44.0% | -14.4% | +27.0% |
| 1Y | +14.2% | +18.4% | -4.2% | +13.0% |
| 3Y | +79.9% | +75.9% | +4.0% | +74.5% |
| 5Y | +175.7% | +231.7% | -56.0% | +158.9% |
| 10Y | +693.2% | +549.0% | +144.3% | +621.1% |
| All | +8,795.8% | +1,116.8% | +7,679.0% | +6,885.3% |
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 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