+520.7%
LNG vs EOSE
-60.2%
+580.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.5% | +0.8% |
| 7D | -4.5% | +14.0% | -18.5% | -4.8% |
| 30D | +4.7% | -5.9% | +10.6% | +4.7% |
| 3M | +15.1% | -34.3% | +49.4% | +15.9% |
| 6M | +13.6% | -37.8% | +51.3% | +13.9% |
| YTD | +44.0% | -65.2% | +109.1% | +46.0% |
| 1Y | +18.4% | -41.9% | +60.3% | +16.8% |
| 3Y | +75.9% | +44.6% | +31.3% | +61.1% |
| 5Y | +231.7% | -69.2% | +300.9% | +202.9% |
| All | +520.7% | -60.2% | +580.9% | +501.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling