+60.4%
HCA vs LNG
+74.6%
-14.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +5.4% | -4.7% | +10.1% | +5.4% |
| 30D | +3.0% | +3.8% | -0.8% | +3.0% |
| 3M | +13.0% | +16.2% | -3.1% | +12.6% |
| 6M | -20.3% | +11.7% | -32.0% | -20.7% |
| YTD | -8.2% | +44.2% | -52.4% | -10.6% |
| 1Y | +6.7% | +18.6% | -11.9% | +6.0% |
| 3Y | +60.4% | +77.4% | -17.0% | +52.1% |
| All | +60.4% | +74.6% | -14.2% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling