+1,582.5%
EXC vs LNG
+1,258.4%
+324.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -1.9% | +10.9% | -12.9% | -2.2% |
| 30D | +7.8% | +8.1% | -0.3% | +7.5% |
| 3M | +1.9% | +15.7% | -13.8% | +1.4% |
| 6M | +3.4% | +27.2% | -23.9% | +2.7% |
| YTD | +7.6% | +60.7% | -53.1% | +6.2% |
| 1Y | +2.1% | +46.3% | -44.2% | +1.0% |
| 3Y | +29.6% | +85.6% | -56.0% | +27.3% |
| 5Y | +39.5% | +211.6% | -172.1% | +35.0% |
| 10Y | +200.2% | +810.9% | -610.7% | +182.2% |
| All | +1,582.5% | +1,258.4% | +324.1% | +1,370.8% |
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 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