-11.1%
LHX vs LNG
+19.2%
-30.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | -4.7% | +0.4% | -3.6% |
| 30D | -15.1% | +3.8% | -19.0% | -15.7% |
| 3M | -21.0% | +16.2% | -37.1% | -23.0% |
| 6M | -32.0% | +11.7% | -43.7% | -34.7% |
| YTD | -15.3% | +44.2% | -59.5% | -24.1% |
| 1Y | -11.1% | +18.6% | -29.6% | -12.6% |
| All | -11.1% | +19.2% | -30.2% | -12.6% |
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 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