+661.1%
LNG vs ET
+1,438.5%
-777.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -4.7% | +0.2% | -4.9% | -4.8% |
| 30D | +3.8% | +2.9% | +1.0% | +2.5% |
| 3M | +16.2% | +16.8% | -0.6% | +8.1% |
| 6M | +11.7% | +18.9% | -7.2% | +3.2% |
| YTD | +44.2% | +37.7% | +6.5% | +24.4% |
| 1Y | +18.6% | +32.4% | -13.9% | +4.0% |
| 3Y | +77.4% | +99.5% | -22.1% | +28.2% |
| 5Y | +232.3% | +244.0% | -11.7% | +85.7% |
| 10Y | +550.1% | +172.1% | +378.0% | +262.9% |
| All | +661.1% | +1,438.5% | -777.5% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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