+39.7%
EXC vs LNG
+203.0%
-163.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.2% |
| 7D | -1.4% | +4.5% | -5.9% | -1.8% |
| 30D | +8.3% | +8.0% | +0.2% | +7.2% |
| 3M | +2.6% | +15.0% | -12.4% | +0.9% |
| 6M | +5.2% | +27.1% | -21.9% | +2.1% |
| YTD | +7.5% | +58.1% | -50.6% | +1.4% |
| 1Y | +3.2% | +45.0% | -41.8% | -1.7% |
| 3Y | +29.5% | +82.6% | -53.1% | +19.1% |
| 5Y | +39.7% | +206.8% | -167.2% | +20.8% |
| All | +39.7% | +203.0% | -163.3% | +20.8% |
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 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