+802.4%
LNG vs EXPD
+336.9%
+465.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.5% |
| 7D | +10.9% | +3.6% | +7.3% | +10.0% |
| 30D | +8.1% | +0.3% | +7.8% | +8.1% |
| 3M | +15.7% | +6.1% | +9.6% | +14.0% |
| 6M | +27.2% | +27.4% | -0.1% | +19.4% |
| YTD | +60.7% | +32.0% | +28.7% | +48.3% |
| 1Y | +46.3% | +40.5% | +5.7% | +32.6% |
| 3Y | +85.6% | +75.7% | +9.9% | +54.8% |
| 5Y | +211.6% | +61.7% | +149.9% | +161.9% |
| All | +802.4% | +336.9% | +465.4% | +437.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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