+1,117.3%
LNG vs EXPD
+22,432.9%
-21,315.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | -15.9% | -7.2% | -8.7% | -13.8% |
| 30D | +2.1% | -3.3% | +5.4% | +3.2% |
| 3M | +4.8% | +3.4% | +1.4% | +3.6% |
| 6M | +6.8% | +22.7% | -15.9% | -0.3% |
| YTD | +44.0% | +24.5% | +19.5% | +32.6% |
| 1Y | +34.9% | +38.6% | -3.7% | +19.9% |
| 3Y | +67.3% | +71.5% | -4.2% | +35.9% |
| 5Y | +170.1% | +56.2% | +113.9% | +121.1% |
| 10Y | +693.0% | +310.5% | +382.6% | +360.0% |
| All | +1,117.3% | +22,432.9% | -21,315.6% | +196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling