+85.9%
LNG vs EXPE
+121.7%
-35.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | +11.3% | -0.5% | +11.8% | +11.4% |
| 30D | +10.6% | -6.1% | +16.7% | +10.9% |
| 3M | +16.1% | -21.3% | +37.4% | +18.2% |
| 6M | +29.6% | +19.0% | +10.5% | +26.2% |
| YTD | +60.3% | -8.4% | +68.7% | +60.0% |
| 1Y | +46.1% | -2.8% | +48.9% | +44.2% |
| 3Y | +85.9% | +120.8% | -34.8% | +58.9% |
| All | +85.9% | +121.7% | -35.7% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 3y: compounded portfolio wealth divided by compounded EXPE 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…
3y analysis · Full analysis span regression · 6 months rolling