-22.7%
HD vs LNG
+18.7%
-41.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.8% | -6.7% | +4.9% | -3.4% |
| 30D | -10.8% | +3.9% | -14.7% | -9.8% |
| 3M | -2.7% | +15.5% | -18.2% | +1.1% |
| 6M | -10.3% | +10.5% | -20.8% | -8.4% |
| YTD | -7.8% | +43.0% | -50.8% | -6.7% |
| All | -22.7% | +18.7% | -41.5% | -18.8% |
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