+66.7%
HL vs LNG
+1,108.4%
-1,041.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.4% | -6.7% | +7.1% | +0.7% |
| 30D | +18.8% | +3.9% | +15.0% | +18.6% |
| 3M | +43.7% | +15.5% | +28.2% | +42.6% |
| 6M | -1.0% | +10.5% | -11.6% | -1.8% |
| YTD | +8.7% | +43.0% | -34.2% | +6.6% |
| 1Y | +105.0% | +18.9% | +86.1% | +102.7% |
| 3Y | +427.3% | +74.7% | +352.6% | +411.3% |
| 5Y | +249.3% | +231.2% | +18.1% | +228.9% |
| 10Y | +284.2% | +544.5% | -260.3% | +250.7% |
| All | +66.7% | +1,108.4% | -1,041.8% | +42.9% |
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