+5,083.9%
LITE vs LNG
+355.0%
+4,728.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | -1.5% | +3.4% | -5.0% | -2.4% |
| 30D | +6.7% | +14.9% | -8.2% | +2.5% |
| 3M | -6.8% | +21.4% | -28.1% | -12.0% |
| 6M | +29.4% | +17.8% | +11.6% | +22.6% |
| YTD | +139.1% | +51.3% | +87.8% | +110.6% |
| 1Y | +521.0% | +24.4% | +496.6% | +477.0% |
| 3Y | +1,535.3% | +79.7% | +1,455.6% | +1,275.2% |
| 5Y | +889.8% | +241.3% | +648.5% | +584.0% |
| 10Y | +2,400.7% | +603.1% | +1,797.6% | +1,322.6% |
| All | +5,083.9% | +355.0% | +4,728.8% | +2,546.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling