+157.2%
EXC vs LNG
+561.0%
-403.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.6% | -4.5% | +2.8% | -0.8% |
| 30D | -2.4% | +4.7% | -7.1% | -3.3% |
| 3M | -4.0% | +15.1% | -19.1% | -6.8% |
| 6M | -9.8% | +13.6% | -23.3% | -12.5% |
| YTD | +2.3% | +44.0% | -41.6% | -5.5% |
| 1Y | +3.8% | +18.4% | -14.5% | -0.3% |
| 3Y | +19.7% | +75.9% | -56.1% | +4.5% |
| 5Y | +45.6% | +231.7% | -186.1% | +5.9% |
| All | +157.2% | +561.0% | -403.8% | +45.4% |
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