+1,236.6%
LNG vs ES
+838.9%
+397.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.4% | +3.4% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | +8.0% | +6.7% | +1.3% | +5.8% |
| 3M | +15.0% | +0.3% | +14.6% | +14.6% |
| 6M | +27.1% | +7.4% | +19.7% | +23.9% |
| YTD | +58.1% | +8.4% | +49.7% | +53.1% |
| 1Y | +45.0% | +0.6% | +44.3% | +43.1% |
| 3Y | +82.6% | +50.6% | +32.0% | +56.1% |
| 5Y | +206.8% | +4.8% | +202.0% | +189.9% |
| 10Y | +796.3% | +93.1% | +703.2% | +546.8% |
| All | +1,236.6% | +838.9% | +397.7% | +649.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling