+1,108.4%
LNG vs ETR
+2,605.2%
-1,496.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.4% |
| 7D | -6.7% | +0.4% | -7.1% | -6.9% |
| 30D | +3.9% | +2.0% | +1.8% | +3.2% |
| 3M | +15.5% | -1.7% | +17.2% | +15.9% |
| 6M | +10.5% | +3.6% | +6.9% | +8.8% |
| YTD | +43.0% | +18.0% | +24.9% | +34.9% |
| 1Y | +18.9% | +26.2% | -7.4% | +9.6% |
| 3Y | +74.7% | +148.0% | -73.4% | +29.5% |
| 5Y | +231.2% | +126.1% | +105.2% | +149.0% |
| 10Y | +544.5% | +302.3% | +242.2% | +293.3% |
| All | +1,108.4% | +2,605.2% | -1,496.8% | +918.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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