+138.4%
HLT vs LNG
+228.1%
-89.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | -4.7% | +3.1% | -0.8% |
| 30D | -5.0% | +3.8% | -8.8% | -5.7% |
| 3M | -10.4% | +16.2% | -26.6% | -13.1% |
| 6M | +3.2% | +11.7% | -8.5% | +0.1% |
| YTD | +6.7% | +44.2% | -37.5% | -2.8% |
| 1Y | +10.3% | +18.6% | -8.3% | +5.2% |
| 3Y | +99.3% | +77.4% | +21.9% | +70.2% |
| All | +138.4% | +228.1% | -89.7% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling