+37.0%
HPQ vs LNG
+74.6%
-37.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.4% |
| 7D | +9.8% | -4.7% | +14.4% | +10.5% |
| 30D | +22.4% | +3.8% | +18.5% | +21.8% |
| 3M | +45.2% | +16.2% | +29.0% | +41.7% |
| 6M | +96.4% | +11.7% | +84.7% | +92.2% |
| YTD | +65.4% | +44.2% | +21.2% | +53.4% |
| 1Y | +31.6% | +18.6% | +13.0% | +27.4% |
| 3Y | +37.0% | +77.4% | -40.4% | +23.5% |
| All | +37.0% | +74.6% | -37.5% | +23.5% |
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