+6,944.9%
HD vs LNG
+1,236.6%
+5,708.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.1% |
| 7D | -1.2% | +4.5% | -5.7% | -1.3% |
| 30D | +20.9% | +8.0% | +12.8% | +20.5% |
| 3M | -0.2% | +15.0% | -15.1% | -0.8% |
| 6M | +14.5% | +27.1% | -12.6% | +13.3% |
| YTD | +4.3% | +58.1% | -53.8% | +2.2% |
| 1Y | -3.5% | +45.0% | -48.5% | -5.1% |
| 3Y | +30.1% | +82.6% | -52.5% | +26.5% |
| 5Y | +8.5% | +206.8% | -198.4% | +2.9% |
| 10Y | +245.3% | +796.3% | -551.0% | +212.8% |
| All | +6,944.9% | +1,236.6% | +5,708.3% | +5,012.1% |
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 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