+361.5%
LLY vs LNG
+218.5%
+143.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -1.8% |
| 7D | -3.1% | -6.2% | +3.0% | -2.6% |
| 30D | -5.1% | +8.0% | -13.1% | -5.7% |
| 3M | -2.1% | +16.9% | -19.0% | -3.3% |
| 6M | +13.8% | +8.7% | +5.2% | +12.5% |
| YTD | +5.1% | +43.0% | -37.9% | +0.9% |
| 1Y | +53.1% | +19.4% | +33.7% | +49.8% |
| 3Y | +95.6% | +74.7% | +20.9% | +85.2% |
| 5Y | +361.5% | +222.4% | +139.1% | +313.4% |
| All | +361.5% | +218.5% | +143.0% | +313.4% |
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