+21,290.6%
LLY vs LNG
+1,178.8%
+20,111.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.1% | +3.4% | -5.6% | -2.2% |
| 30D | -1.6% | +14.9% | -16.5% | -1.9% |
| 3M | +2.3% | +21.4% | -19.1% | +1.9% |
| 6M | +14.9% | +17.8% | -2.9% | +14.4% |
| YTD | +7.5% | +51.3% | -43.8% | +6.5% |
| 1Y | +55.7% | +24.4% | +31.3% | +54.9% |
| 3Y | +110.6% | +79.7% | +30.9% | +107.9% |
| 5Y | +363.4% | +241.3% | +122.1% | +351.0% |
| 10Y | +1,649.0% | +603.1% | +1,045.8% | +1,574.1% |
| All | +21,290.6% | +1,178.8% | +20,111.8% | +19,148.1% |
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