+853.2%
LNG vs EXPE
+851.4%
+1.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | +3.4% | -9.5% | +13.0% | +6.1% |
| 30D | +14.9% | -6.6% | +21.5% | +16.6% |
| 3M | +21.4% | +31.4% | -10.0% | +11.7% |
| 6M | +17.8% | +35.2% | -17.4% | +6.4% |
| YTD | +51.3% | +5.8% | +45.5% | +44.4% |
| 1Y | +24.4% | +38.7% | -14.2% | +8.9% |
| 3Y | +79.7% | +175.8% | -96.1% | +23.4% |
| 5Y | +241.3% | +111.8% | +129.5% | +135.0% |
| 10Y | +603.1% | +179.7% | +423.4% | +292.7% |
| All | +853.2% | +851.4% | +1.7% | +132.4% |
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