+42.6%
LNG vs EXEL
+92.4%
-49.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.1% |
| 7D | -1.9% | +9.8% | -11.7% | -0.5% |
| 30D | +6.2% | +23.6% | -17.4% | +10.0% |
| 3M | +13.7% | +29.9% | -16.2% | +19.0% |
| 6M | +7.5% | +64.7% | -57.2% | +16.8% |
| YTD | +51.3% | +66.0% | -14.7% | +65.2% |
| 1Y | +42.6% | +92.0% | -49.3% | +55.5% |
| All | +42.6% | +92.4% | -49.8% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling