+1,258.4%
LNG vs ALL
+4,657.6%
-3,399.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | +10.9% | 0.0% | +11.0% | +10.9% |
| 30D | +8.1% | +12.8% | -4.7% | +2.4% |
| 3M | +15.7% | +4.7% | +11.0% | +13.0% |
| 6M | +27.2% | +24.9% | +2.3% | +14.8% |
| YTD | +60.7% | +30.0% | +30.7% | +41.5% |
| 1Y | +46.3% | +29.9% | +16.3% | +28.7% |
| 3Y | +85.6% | +117.5% | -31.9% | +27.8% |
| 5Y | +211.6% | +161.7% | +49.9% | +90.2% |
| 10Y | +810.9% | +377.1% | +433.9% | +312.1% |
| All | +1,258.4% | +4,657.6% | -3,399.1% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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