+231.7%
LNG vs EXE
+99.3%
+132.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.5% | -2.2% | -2.3% | -3.6% |
| 30D | +4.7% | -0.8% | +5.5% | +5.0% |
| 3M | +15.1% | +10.0% | +5.1% | +10.4% |
| 6M | +13.6% | -6.3% | +19.9% | +16.2% |
| YTD | +44.0% | -10.7% | +54.6% | +49.2% |
| 1Y | +18.4% | +2.7% | +15.7% | +14.6% |
| 3Y | +75.9% | +19.1% | +56.7% | +58.4% |
| 5Y | +231.7% | +105.4% | +126.2% | +136.2% |
| All | +231.7% | +99.3% | +132.3% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling