+256.9%
HL vs LNG
+562.2%
-305.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -4.4% | -4.7% | +0.3% | -2.8% |
| 30D | +9.3% | +3.8% | +5.5% | +7.6% |
| 3M | +32.0% | +16.2% | +15.8% | +23.9% |
| 6M | -6.4% | +11.7% | -18.1% | -12.3% |
| YTD | +3.1% | +44.2% | -41.1% | -12.6% |
| 1Y | +77.6% | +18.6% | +59.0% | +62.1% |
| 3Y | +392.8% | +77.4% | +315.4% | +274.6% |
| 5Y | +234.1% | +232.3% | +1.8% | +94.8% |
| All | +256.9% | +562.2% | -305.3% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling