+129.4%
LITE vs LNG
+38.6%
+90.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +7.9% | +10.4% |
| 7D | -12.9% | -8.4% | -4.5% | -12.9% |
| 30D | -46.0% | +2.7% | -48.6% | -44.4% |
| 3M | -33.0% | +11.7% | -44.8% | -30.4% |
| 6M | -34.0% | +19.5% | -53.5% | -31.3% |
| YTD | +61.7% | +48.0% | +13.8% | +130.7% |
| All | +129.4% | +38.6% | +90.8% | +204.7% |
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