+1,178.8%
LNG vs ES
+834.7%
+344.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +14.9% | -2.0% | +16.8% | +15.5% |
| 3M | +21.4% | +1.7% | +19.7% | +20.6% |
| 6M | +17.8% | -3.5% | +21.3% | +18.7% |
| YTD | +51.3% | +7.9% | +43.4% | +46.9% |
| 1Y | +24.4% | +17.2% | +7.3% | +17.1% |
| 3Y | +79.7% | +29.3% | +50.4% | +61.0% |
| 5Y | +241.3% | -5.7% | +247.1% | +234.2% |
| 10Y | +603.1% | +85.2% | +517.9% | +415.9% |
| All | +1,178.8% | +834.7% | +344.1% | +619.1% |
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