+222.0%
LHX vs LNG
+562.2%
-340.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | -4.7% | +0.4% | -3.3% |
| 30D | -15.1% | +3.8% | -19.0% | -15.9% |
| 3M | -21.0% | +16.2% | -37.1% | -23.6% |
| 6M | -32.0% | +11.7% | -43.7% | -34.0% |
| YTD | -15.3% | +44.2% | -59.5% | -22.1% |
| 1Y | -11.1% | +18.6% | -29.6% | -14.8% |
| 3Y | +54.0% | +77.4% | -23.4% | +34.0% |
| 5Y | +17.1% | +232.3% | -215.1% | -12.0% |
| All | +222.0% | +562.2% | -340.2% | +113.0% |
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