+4,874.5%
LHX vs LNG
+1,116.8%
+3,757.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -4.8% | -4.5% | -0.3% | -4.6% |
| 30D | -12.7% | +4.7% | -17.4% | -12.9% |
| 3M | -17.6% | +15.1% | -32.8% | -18.2% |
| 6M | -30.7% | +13.6% | -44.3% | -31.2% |
| YTD | -14.3% | +44.0% | -58.3% | -15.8% |
| 1Y | -8.4% | +18.4% | -26.8% | -9.2% |
| 3Y | +56.7% | +75.9% | -19.2% | +52.5% |
| 5Y | +18.5% | +231.7% | -213.2% | +12.0% |
| 10Y | +229.6% | +549.0% | -319.4% | +201.3% |
| All | +4,874.5% | +1,116.8% | +3,757.7% | +3,598.3% |
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