+2,310.1%
HON vs LNG
+1,108.8%
+1,201.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.4% |
| 7D | -0.8% | -6.2% | +5.3% | -0.6% |
| 30D | -15.2% | +8.0% | -23.2% | -15.5% |
| 3M | -6.0% | +16.9% | -22.9% | -6.7% |
| 6M | -14.9% | +8.7% | -23.6% | -15.3% |
| YTD | +3.2% | +43.0% | -39.9% | +1.4% |
| 1Y | 0.0% | +19.4% | -19.4% | -0.9% |
| 3Y | +21.5% | +74.7% | -53.2% | +18.3% |
| 5Y | +4.0% | +222.4% | -218.4% | -1.5% |
| 10Y | +138.4% | +532.2% | -393.8% | +118.8% |
| All | +2,310.1% | +1,108.8% | +1,201.3% | +1,752.6% |
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