+9.0%
HCA vs LNG
+42.0%
-33.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.2% | +16.5% | +9.1% |
| 7D | +10.2% | -1.9% | +12.2% | +9.8% |
| 30D | +17.4% | +6.2% | +11.2% | +18.8% |
| 3M | +27.7% | +13.7% | +13.9% | +31.1% |
| 6M | +20.0% | +7.5% | +12.5% | +21.1% |
| YTD | +10.0% | +51.3% | -41.3% | +20.4% |
| 1Y | +9.0% | +42.6% | -33.6% | +17.8% |
| All | +9.0% | +42.0% | -33.0% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling