+329.6%
LNG vs EXE
+192.2%
+137.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | -6.2% | -1.8% | -4.4% | -5.5% |
| 30D | +8.0% | +6.4% | +1.6% | +5.3% |
| 3M | +16.9% | +9.2% | +7.7% | +12.6% |
| 6M | +8.7% | -7.0% | +15.7% | +11.4% |
| YTD | +43.0% | -9.5% | +52.5% | +47.3% |
| 1Y | +19.4% | +6.2% | +13.2% | +14.2% |
| 3Y | +74.7% | +20.7% | +54.0% | +57.3% |
| 5Y | +222.4% | +103.6% | +118.8% | +137.5% |
| All | +329.6% | +192.2% | +137.4% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling