+555.0%
LITE vs LNG
+18.2%
+536.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -5.5% | +16.5% | +10.0% |
| 7D | +12.6% | -6.2% | +18.8% | +11.5% |
| 30D | +9.9% | +8.0% | +1.9% | +10.9% |
| 3M | +9.3% | +16.9% | -7.6% | +11.7% |
| 6M | +75.2% | +8.7% | +66.6% | +79.7% |
| YTD | +165.5% | +43.0% | +122.5% | +244.7% |
| 1Y | +555.0% | +19.4% | +535.5% | +695.1% |
| All | +555.0% | +18.2% | +536.8% | +695.1% |
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