+521.8%
LNG vs EOSE
-60.6%
+582.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -4.7% | +1.8% | -6.5% | -4.7% |
| 30D | +3.8% | -6.8% | +10.7% | +3.9% |
| 3M | +16.2% | -36.3% | +52.4% | +17.0% |
| 6M | +11.7% | -38.8% | +50.5% | +12.1% |
| YTD | +44.2% | -65.5% | +109.7% | +46.3% |
| 1Y | +18.6% | -45.3% | +63.9% | +17.3% |
| 3Y | +77.4% | +44.2% | +33.2% | +62.5% |
| 5Y | +232.3% | -69.5% | +301.8% | +203.5% |
| All | +521.8% | -60.6% | +582.4% | +503.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling