+695.5%
LNG vs ESI
+224.6%
+470.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.4% |
| 7D | +3.4% | +3.3% | +0.1% | +2.4% |
| 30D | +14.9% | -5.9% | +20.7% | +16.6% |
| 3M | +21.4% | -14.1% | +35.5% | +24.9% |
| 6M | +17.8% | +6.6% | +11.2% | +11.6% |
| YTD | +51.3% | +45.0% | +6.3% | +29.3% |
| 1Y | +24.4% | +41.5% | -17.0% | +6.3% |
| 3Y | +79.7% | +78.8% | +0.9% | +37.5% |
| 5Y | +241.3% | +70.9% | +170.4% | +157.5% |
| 10Y | +603.1% | +317.1% | +286.1% | +264.0% |
| All | +695.5% | +224.6% | +470.9% | +392.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling