+16.9%
HON vs LNG
+74.3%
-57.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -2.6% | -4.5% | +1.8% | -2.2% |
| 30D | -11.9% | +4.7% | -16.6% | -12.3% |
| 3M | -6.1% | +15.1% | -21.2% | -7.7% |
| 6M | -19.2% | +13.6% | -32.8% | -21.3% |
| YTD | +0.2% | +44.0% | -43.8% | -7.5% |
| 1Y | -1.5% | +18.4% | -19.9% | -5.1% |
| All | +16.9% | +74.3% | -57.4% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling