-43.0%
LITE vs LNG
+7.1%
-50.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.2% | +5.8% |
| 7D | -35.9% | -15.9% | -20.1% | -34.7% |
| 30D | -51.5% | +2.1% | -53.6% | -48.6% |
| 3M | -35.7% | +4.8% | -40.5% | -32.2% |
| 6M | -43.0% | +6.8% | -49.8% | -36.8% |
| All | -43.0% | +7.1% | -50.0% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling