+6,883.8%
HD vs LNG
+1,258.4%
+5,625.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | -0.5% | +10.9% | -11.4% | -0.9% |
| 30D | +18.5% | +8.1% | +10.4% | +18.1% |
| 3M | +2.2% | +15.7% | -13.5% | +1.5% |
| 6M | +13.8% | +27.2% | -13.4% | +12.6% |
| YTD | +3.4% | +60.7% | -57.3% | +1.2% |
| 1Y | -3.5% | +46.3% | -49.8% | -5.2% |
| 3Y | +29.0% | +85.6% | -56.6% | +25.3% |
| 5Y | +6.1% | +211.6% | -205.5% | +0.6% |
| 10Y | +242.3% | +810.9% | -568.7% | +209.8% |
| All | +6,883.8% | +1,258.4% | +5,625.3% | +4,964.5% |
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