+151.7%
HYG vs LNG
+809.1%
-657.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -4.7% | +4.0% | -0.5% |
| 30D | -0.7% | +3.8% | -4.5% | -0.9% |
| 3M | -0.2% | +16.2% | -16.4% | -0.9% |
| 6M | +1.4% | +11.7% | -10.3% | +0.8% |
| YTD | +1.5% | +44.2% | -42.8% | -0.4% |
| 1Y | +2.9% | +18.6% | -15.7% | +1.9% |
| 3Y | +25.6% | +77.4% | -51.8% | +21.8% |
| 5Y | +18.6% | +232.3% | -213.7% | +11.2% |
| 10Y | +55.7% | +550.1% | -494.4% | +40.4% |
| All | +151.7% | +809.1% | -657.4% | +111.6% |
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