+1,150.8%
LNG vs ES
+824.9%
+325.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +2.9% |
| 7D | -8.4% | -0.1% | -8.3% | -8.4% |
| 30D | +2.7% | +5.7% | -3.1% | +0.8% |
| 3M | +11.7% | -2.8% | +14.5% | +12.4% |
| 6M | +19.5% | +7.0% | +12.5% | +16.6% |
| YTD | +48.0% | +6.8% | +41.2% | +43.9% |
| 1Y | +38.4% | -0.5% | +38.8% | +37.0% |
| 3Y | +71.9% | +47.2% | +24.7% | +47.9% |
| 5Y | +179.9% | +2.3% | +177.6% | +166.4% |
| 10Y | +700.5% | +85.6% | +614.8% | +485.5% |
| All | +1,150.8% | +824.9% | +325.8% | +604.1% |
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