+18.9%
LNG vs FIVE
+64.7%
-45.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | -0.1% |
| 7D | -6.7% | +1.7% | -8.4% | -6.7% |
| 30D | +3.9% | +5.0% | -1.1% | +4.1% |
| 3M | +15.5% | +29.5% | -14.0% | +16.6% |
| 6M | +10.5% | +12.4% | -1.9% | +10.5% |
| YTD | +43.0% | +31.2% | +11.8% | +43.3% |
| 1Y | +18.9% | +72.9% | -54.0% | +19.9% |
| All | +18.9% | +64.7% | -45.9% | +19.9% |
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