+7.2%
GEHC vs LNG
+78.0%
-70.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -7.2% | -4.7% | -2.5% | -6.5% |
| 30D | -11.6% | +3.8% | -15.4% | -12.0% |
| 3M | -0.8% | +16.2% | -17.0% | -3.3% |
| 6M | -11.9% | +11.7% | -23.6% | -14.5% |
| YTD | -21.9% | +44.2% | -66.2% | -29.0% |
| 1Y | -17.8% | +18.6% | -36.4% | -21.4% |
| 3Y | -3.5% | +77.4% | -80.9% | -17.6% |
| All | +7.2% | +78.0% | -70.8% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling