+7.7%
GEHC vs LNG
+77.7%
-70.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -7.9% | -4.5% | -3.4% | -7.2% |
| 30D | -11.7% | +4.7% | -16.4% | -12.3% |
| 3M | +0.8% | +15.1% | -14.3% | -1.5% |
| 6M | -11.6% | +13.6% | -25.1% | -14.5% |
| YTD | -21.6% | +44.0% | -65.5% | -28.6% |
| 1Y | -15.3% | +18.4% | -33.7% | -19.0% |
| 3Y | -0.5% | +75.9% | -76.4% | -14.9% |
| All | +7.7% | +77.7% | -70.0% | -6.7% |
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