+550.0%
LNG vs ESI
+312.8%
+237.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -4.7% | -4.6% | 0.0% | -3.5% |
| 30D | +3.8% | -10.5% | +14.3% | +6.8% |
| 3M | +16.2% | -19.8% | +36.0% | +21.9% |
| 6M | +11.7% | +5.8% | +5.9% | +5.8% |
| YTD | +44.2% | +38.3% | +5.9% | +24.2% |
| 1Y | +18.6% | +31.5% | -13.0% | +2.9% |
| 3Y | +77.4% | +80.7% | -3.3% | +32.5% |
| 5Y | +232.3% | +69.4% | +162.8% | +145.4% |
| All | +550.0% | +312.8% | +237.2% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling