+21.3%
HPQ vs LNG
+42.0%
-20.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.2% | +12.0% | +5.3% |
| 7D | -7.8% | -1.9% | -5.8% | -8.1% |
| 30D | -4.9% | +6.2% | -11.1% | -5.1% |
| 3M | +4.9% | +13.7% | -8.9% | +5.3% |
| 6M | +47.1% | +7.5% | +39.6% | +49.3% |
| YTD | +39.5% | +51.3% | -11.8% | +47.8% |
| 1Y | +21.3% | +42.6% | -21.4% | +25.1% |
| All | +21.3% | +42.0% | -20.7% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling