+222.4%
LNG vs ES
-2.9%
+225.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.6% |
| 7D | -6.2% | +1.4% | -7.6% | -6.4% |
| 30D | +8.0% | -1.2% | +9.2% | +8.2% |
| 3M | +16.9% | +5.0% | +11.9% | +15.8% |
| 6M | +8.7% | -2.8% | +11.5% | +9.0% |
| YTD | +43.0% | +8.6% | +34.4% | +40.3% |
| 1Y | +19.4% | +18.9% | +0.5% | +14.6% |
| 3Y | +74.7% | +32.1% | +42.6% | +63.1% |
| 5Y | +222.4% | -5.1% | +227.5% | +229.5% |
| All | +222.4% | -2.9% | +225.3% | +229.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling