+203.4%
HD vs LNG
+561.0%
-357.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -3.9% | -4.5% | +0.6% | -3.2% |
| 30D | -13.1% | +4.7% | -17.8% | -13.8% |
| 3M | -3.4% | +15.1% | -18.6% | -6.0% |
| 6M | -12.6% | +13.6% | -26.1% | -15.2% |
| YTD | -9.2% | +44.0% | -53.2% | -16.0% |
| 1Y | -23.9% | +18.4% | -42.3% | -26.9% |
| 3Y | +0.4% | +75.9% | -75.4% | -11.9% |
| 5Y | +4.5% | +231.7% | -227.1% | -22.2% |
| All | +203.4% | +561.0% | -357.6% | +94.6% |
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