+222.1%
LNG vs ESI
+67.8%
+154.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -4.7% | -4.6% | 0.0% | -4.1% |
| 30D | +3.8% | -10.5% | +14.3% | +5.2% |
| 3M | +16.2% | -19.8% | +36.0% | +18.9% |
| 6M | +11.7% | +5.8% | +5.9% | +7.9% |
| YTD | +44.2% | +38.3% | +5.9% | +31.0% |
| 1Y | +18.6% | +31.5% | -13.0% | +8.4% |
| 3Y | +77.4% | +80.7% | -3.3% | +45.3% |
| All | +222.1% | +67.8% | +154.3% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling