+333.2%
LNG vs EXE
+182.2%
+151.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.0% |
| 7D | -4.7% | -3.1% | -1.5% | -3.5% |
| 30D | +3.8% | -0.9% | +4.7% | +4.2% |
| 3M | +16.2% | +9.6% | +6.6% | +11.7% |
| 6M | +11.7% | -11.6% | +23.3% | +16.9% |
| YTD | +44.2% | -12.6% | +56.8% | +50.6% |
| 1Y | +18.6% | +1.2% | +17.4% | +15.6% |
| 3Y | +77.4% | +18.0% | +59.4% | +61.1% |
| 5Y | +232.3% | +101.1% | +131.2% | +146.7% |
| All | +333.2% | +182.2% | +151.0% | +197.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling