+229.4%
LNG vs EL
-68.7%
+298.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.1% |
| 7D | -6.7% | -2.4% | -4.4% | -6.6% |
| 30D | +3.9% | +13.7% | -9.8% | +3.2% |
| 3M | +15.5% | +14.5% | +1.0% | +14.7% |
| 6M | +10.5% | +7.4% | +3.1% | +10.2% |
| YTD | +43.0% | -4.7% | +47.7% | +43.3% |
| 1Y | +18.9% | +12.9% | +5.9% | +17.0% |
| 3Y | +74.7% | -32.2% | +106.9% | +77.8% |
| All | +229.4% | -68.7% | +298.1% | +276.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling