+2,243.8%
LITE vs LNG
+582.8%
+1,661.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | -1.5% | +3.4% | -5.0% | -2.6% |
| 30D | +6.7% | +14.9% | -8.2% | +1.6% |
| 3M | -6.8% | +21.4% | -28.1% | -13.0% |
| 6M | +29.4% | +17.8% | +11.6% | +21.3% |
| YTD | +139.1% | +51.3% | +87.8% | +105.1% |
| 1Y | +521.0% | +24.4% | +496.6% | +468.2% |
| 3Y | +1,535.3% | +79.7% | +1,455.6% | +1,221.0% |
| 5Y | +889.8% | +241.3% | +648.5% | +515.9% |
| All | +2,243.8% | +582.8% | +1,661.0% | +1,030.6% |
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