+1,255.2%
LNG vs ED
+1,906.2%
-650.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +11.3% | +2.1% | +9.3% | +10.7% |
| 30D | +10.6% | +10.4% | +0.2% | +7.6% |
| 3M | +16.1% | +12.5% | +3.6% | +12.3% |
| 6M | +29.6% | +14.9% | +14.6% | +24.5% |
| YTD | +60.3% | +24.8% | +35.5% | +50.5% |
| 1Y | +46.1% | +23.8% | +22.3% | +37.4% |
| 3Y | +85.9% | +51.6% | +34.3% | +64.1% |
| 5Y | +210.8% | +86.4% | +124.4% | +156.5% |
| 10Y | +808.8% | +145.4% | +663.4% | +554.8% |
| All | +1,255.2% | +1,906.2% | -650.9% | +471.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling