+1,972.3%
LNG vs EL
+1,648.4%
+323.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -4.9% |
| 7D | -6.2% | +1.7% | -7.8% | -6.5% |
| 30D | +8.0% | +15.5% | -7.5% | +3.6% |
| 3M | +16.9% | +20.6% | -3.6% | +10.3% |
| 6M | +8.7% | +10.5% | -1.8% | +3.3% |
| YTD | +43.0% | -1.9% | +44.9% | +38.7% |
| 1Y | +19.4% | +16.1% | +3.4% | +9.5% |
| 3Y | +74.7% | -30.2% | +104.9% | +72.6% |
| 5Y | +222.4% | -67.4% | +289.8% | +291.7% |
| 10Y | +532.2% | +31.2% | +501.0% | +361.3% |
| All | +1,972.3% | +1,648.4% | +323.9% | +718.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling