+1,565.3%
HPQ vs LNG
+1,108.8%
+456.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.5% | +1.0% | -4.3% |
| 7D | -0.5% | -6.2% | +5.7% | -0.2% |
| 30D | +3.7% | +8.0% | -4.3% | +3.4% |
| 3M | +24.3% | +16.9% | +7.4% | +23.4% |
| 6M | +64.8% | +8.7% | +56.1% | +63.9% |
| YTD | +43.9% | +43.0% | +0.9% | +41.4% |
| 1Y | +11.7% | +19.4% | -7.8% | +10.6% |
| 3Y | +19.7% | +74.7% | -55.0% | +16.3% |
| 5Y | +32.2% | +222.4% | -190.2% | +25.0% |
| 10Y | +198.9% | +532.2% | -333.3% | +174.0% |
| All | +1,565.3% | +1,108.8% | +456.5% | +1,113.9% |
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