+1,509.2%
EXC vs LNG
+1,178.8%
+330.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | +0.3% | +3.4% | -3.1% | +0.2% |
| 30D | -3.7% | +14.9% | -18.6% | -4.1% |
| 3M | -1.3% | +21.4% | -22.7% | -1.8% |
| 6M | -9.7% | +17.8% | -27.5% | -10.1% |
| YTD | +2.9% | +51.3% | -48.4% | +1.7% |
| 1Y | +4.4% | +24.4% | -20.0% | +3.7% |
| 3Y | +22.2% | +79.7% | -57.5% | +20.1% |
| 5Y | +46.7% | +241.3% | -194.6% | +41.6% |
| 10Y | +155.3% | +603.1% | -447.8% | +141.4% |
| All | +1,509.2% | +1,178.8% | +330.3% | +1,309.3% |
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