+562.5%
LITE vs LNG
+211.7%
+350.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | +10.8% | +11.3% | -0.6% | +7.5% |
| 30D | -33.4% | +10.6% | -44.1% | -34.8% |
| 3M | -32.2% | +16.1% | -48.4% | -34.7% |
| 6M | -42.1% | +29.6% | -71.6% | -46.1% |
| YTD | +61.9% | +60.3% | +1.5% | +40.1% |
| 1Y | +163.0% | +46.1% | +116.9% | +134.2% |
| 3Y | +1,358.0% | +85.9% | +1,272.1% | +1,126.7% |
| All | +562.5% | +211.7% | +350.8% | +426.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling