+1,533.3%
LITE vs LNG
+711.1%
+822.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +7.9% | +9.8% |
| 7D | -12.9% | -8.4% | -4.5% | -10.1% |
| 30D | -46.0% | +2.7% | -48.6% | -46.1% |
| 3M | -33.0% | +11.7% | -44.8% | -35.4% |
| 6M | -34.0% | +19.5% | -53.5% | -38.0% |
| YTD | +61.7% | +48.0% | +13.8% | +40.1% |
| 1Y | +148.3% | +38.4% | +109.9% | +119.8% |
| 3Y | +1,408.5% | +71.9% | +1,336.6% | +1,142.3% |
| 5Y | +546.2% | +179.9% | +366.3% | +336.2% |
| 10Y | +1,533.3% | +700.5% | +832.8% | +711.6% |
| All | +1,533.3% | +711.1% | +822.2% | +711.6% |
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 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