+21.3%
EXC vs LNG
+76.4%
-55.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.3% |
| 7D | +1.2% | -6.2% | +7.4% | +1.9% |
| 30D | -2.7% | +8.0% | -10.7% | -3.6% |
| 3M | -1.0% | +16.9% | -17.9% | -2.8% |
| 6M | -9.3% | +8.7% | -17.9% | -10.4% |
| YTD | +3.6% | +43.0% | -39.4% | -1.3% |
| 1Y | +5.9% | +19.4% | -13.5% | +3.3% |
| 3Y | +21.3% | +74.7% | -53.4% | +8.8% |
| All | +21.3% | +76.4% | -55.1% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling