+6,338.1%
HD vs LNG
+1,178.8%
+5,159.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -2.1% | +3.4% | -5.5% | -2.2% |
| 30D | -8.4% | +14.9% | -23.3% | -8.9% |
| 3M | +4.3% | +21.4% | -17.0% | +3.5% |
| 6M | -11.1% | +17.8% | -28.9% | -11.9% |
| YTD | -4.7% | +51.3% | -56.0% | -6.4% |
| 1Y | -19.8% | +24.4% | -44.2% | -20.7% |
| 3Y | +4.1% | +79.7% | -75.6% | +1.3% |
| 5Y | +10.3% | +241.3% | -231.0% | +4.3% |
| 10Y | +203.2% | +603.1% | -400.0% | +177.1% |
| All | +6,338.1% | +1,178.8% | +5,159.3% | +4,582.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling