+75.9%
LNG vs ESI
+81.4%
-5.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -6.7% | +3.9% | -10.7% | -6.9% |
| 30D | +3.9% | -3.8% | +7.6% | +4.0% |
| 3M | +15.5% | -13.1% | +28.6% | +15.9% |
| 6M | +10.5% | +11.3% | -0.8% | +7.5% |
| YTD | +43.0% | +44.1% | -1.1% | +33.1% |
| 1Y | +18.9% | +40.3% | -21.5% | +10.7% |
| All | +75.9% | +81.4% | -5.5% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling