+910.1%
LNG vs EXPE
+723.5%
+186.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.1% |
| 7D | +11.3% | -0.5% | +11.8% | +11.5% |
| 30D | +10.6% | -6.1% | +16.7% | +11.4% |
| 3M | +16.1% | -21.3% | +37.4% | +22.0% |
| 6M | +29.6% | +19.0% | +10.5% | +20.9% |
| YTD | +60.3% | -8.4% | +68.7% | +57.1% |
| 1Y | +46.1% | -2.8% | +48.9% | +40.4% |
| 3Y | +85.9% | +120.8% | -34.8% | +35.4% |
| 5Y | +210.8% | +46.2% | +164.7% | +137.3% |
| 10Y | +808.8% | +123.8% | +685.0% | +435.8% |
| All | +910.1% | +723.5% | +186.6% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling