+800.2%
LNG vs ES
+98.2%
+702.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | +11.3% | +2.7% | +8.6% | +10.8% |
| 30D | +10.6% | +7.6% | +3.0% | +9.1% |
| 3M | +16.1% | +0.5% | +15.6% | +15.9% |
| 6M | +29.6% | +7.6% | +22.0% | +27.6% |
| YTD | +60.3% | +10.2% | +50.1% | +56.8% |
| 1Y | +46.1% | +1.8% | +44.3% | +44.8% |
| 3Y | +85.9% | +55.4% | +30.6% | +68.8% |
| 5Y | +210.8% | +7.3% | +203.5% | +200.3% |
| All | +800.2% | +98.2% | +702.0% | +744.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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