+222.1%
LNG vs EXEL
+180.6%
+41.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | -4.7% | -4.9% | +0.2% | -4.3% |
| 30D | +3.8% | +11.4% | -7.6% | +2.9% |
| 3M | +16.2% | +4.9% | +11.3% | +15.4% |
| 6M | +11.7% | +34.4% | -22.7% | +8.0% |
| YTD | +44.2% | +28.0% | +16.2% | +39.9% |
| 1Y | +18.6% | +43.6% | -25.1% | +13.0% |
| 3Y | +77.4% | +155.2% | -77.8% | +51.8% |
| All | +222.1% | +180.6% | +41.5% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling