+45.7%
EXC vs LNG
+222.3%
-176.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +0.3% | -6.7% | +7.1% | +1.0% |
| 30D | -0.9% | +3.9% | -4.7% | -1.3% |
| 3M | -2.7% | +15.5% | -18.2% | -4.3% |
| 6M | -9.4% | +10.5% | -19.9% | -10.6% |
| YTD | +3.0% | +43.0% | -39.9% | -1.4% |
| 1Y | +5.1% | +18.9% | -13.7% | +2.7% |
| 3Y | +20.6% | +74.7% | -54.1% | +12.1% |
| 5Y | +45.7% | +231.2% | -185.5% | +27.2% |
| All | +45.7% | +222.3% | -176.5% | +27.2% |
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