+77.4%
LNG vs EL
-34.0%
+111.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -4.7% | -6.5% | +1.8% | -4.7% |
| 30D | +3.8% | +11.1% | -7.3% | +3.9% |
| 3M | +16.2% | +10.7% | +5.4% | +16.4% |
| 6M | +11.7% | +6.9% | +4.8% | +12.4% |
| YTD | +44.2% | -6.3% | +50.5% | +45.5% |
| 1Y | +18.6% | +13.5% | +5.1% | +18.5% |
| 3Y | +77.4% | -33.1% | +110.5% | +72.5% |
| All | +77.4% | -34.0% | +111.4% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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