+42.6%
LNG vs FIVE
+63.3%
-20.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +6.7% | -12.9% | -5.8% |
| 7D | -1.9% | +7.5% | -9.4% | -1.6% |
| 30D | +6.2% | +16.7% | -10.5% | +7.0% |
| 3M | +13.7% | +13.4% | +0.4% | +14.7% |
| 6M | +7.5% | +9.0% | -1.5% | +8.3% |
| YTD | +51.3% | +33.8% | +17.5% | +53.7% |
| 1Y | +42.6% | +61.2% | -18.5% | +49.0% |
| All | +42.6% | +63.3% | -20.6% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling