+71.9%
LNG vs ES
+42.6%
+29.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +2.8% |
| 7D | -8.4% | -0.1% | -8.3% | -8.4% |
| 30D | +2.7% | +5.7% | -3.1% | +1.6% |
| 3M | +11.7% | -2.8% | +14.5% | +12.1% |
| 6M | +19.5% | +7.0% | +12.5% | +17.9% |
| YTD | +48.0% | +6.8% | +41.2% | +45.3% |
| 1Y | +38.4% | -0.5% | +38.8% | +37.4% |
| 3Y | +71.9% | +47.2% | +24.7% | +58.8% |
| All | +71.9% | +42.6% | +29.2% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling