+77.1%
LNG vs ED
+33.4%
+43.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -4.5% | -1.9% | -2.6% | -4.1% |
| 30D | +4.7% | +0.1% | +4.6% | +4.6% |
| 3M | +15.1% | 0.0% | +15.1% | +15.2% |
| 6M | +13.6% | -2.5% | +16.1% | +14.0% |
| YTD | +44.0% | +10.1% | +33.8% | +41.1% |
| 1Y | +18.4% | +13.6% | +4.8% | +15.4% |
| All | +77.1% | +33.4% | +43.7% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling