+26,797.4%
LLY vs LNG
+1,255.2%
+25,542.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +6.7% | +11.3% | -4.6% | +6.5% |
| 30D | +19.6% | +10.6% | +8.9% | +19.3% |
| 3M | +19.7% | +16.1% | +3.6% | +19.3% |
| 6M | +42.7% | +29.6% | +13.2% | +42.0% |
| YTD | +35.1% | +60.3% | -25.2% | +33.8% |
| 1Y | +42.2% | +46.1% | -3.9% | +41.0% |
| 3Y | +140.8% | +85.9% | +54.8% | +137.5% |
| 5Y | +480.6% | +210.8% | +269.7% | +466.0% |
| 10Y | +2,061.9% | +808.8% | +1,253.1% | +1,960.1% |
| All | +26,797.4% | +1,255.2% | +25,542.2% | +24,072.2% |
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