+532.2%
LNG vs EXPD
+308.0%
+224.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.1% |
| 7D | -6.2% | -0.9% | -5.2% | -5.9% |
| 30D | +8.0% | +4.1% | +3.9% | +6.9% |
| 3M | +16.9% | +13.8% | +3.1% | +13.0% |
| 6M | +8.7% | +27.3% | -18.6% | +1.7% |
| YTD | +43.0% | +25.4% | +17.6% | +33.7% |
| 1Y | +19.4% | +54.4% | -34.9% | +5.0% |
| 3Y | +74.7% | +67.9% | +6.8% | +47.2% |
| 5Y | +222.4% | +59.2% | +163.3% | +170.2% |
| 10Y | +532.2% | +308.6% | +223.7% | +276.1% |
| All | +532.2% | +308.0% | +224.2% | +276.1% |
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