+133.6%
HOOD vs LNG
+280.2%
-146.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.5% | -4.3% |
| 7D | +3.8% | +10.9% | -7.2% | +0.6% |
| 30D | -26.4% | +8.1% | -34.5% | -28.4% |
| 3M | -14.3% | +15.7% | -30.0% | -18.6% |
| 6M | +3.9% | +27.2% | -23.3% | -5.1% |
| YTD | -28.1% | +60.7% | -88.8% | -41.7% |
| 1Y | -38.8% | +46.3% | -85.1% | -48.5% |
| 3Y | +888.5% | +85.6% | +802.8% | +681.6% |
| 5Y | +131.0% | +211.6% | -80.5% | +52.0% |
| All | +133.6% | +280.2% | -146.6% | +49.6% |
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 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