+7.4%
HD vs LNG
+218.5%
-211.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -1.9% |
| 7D | -1.2% | -6.2% | +5.0% | -0.7% |
| 30D | -11.1% | +8.0% | -19.1% | -11.7% |
| 3M | +2.0% | +16.9% | -14.9% | +0.5% |
| 6M | -10.5% | +8.7% | -19.1% | -11.5% |
| YTD | -6.9% | +43.0% | -49.9% | -11.3% |
| 1Y | -23.2% | +19.4% | -42.6% | -25.1% |
| 3Y | +3.1% | +74.7% | -71.6% | -5.2% |
| 5Y | +7.4% | +222.4% | -215.0% | -9.9% |
| All | +7.4% | +218.5% | -211.1% | -9.9% |
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