+74.7%
LNG vs FIVE
+59.0%
+15.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.5% |
| 7D | -6.2% | +3.7% | -9.8% | -6.3% |
| 30D | +8.0% | +4.0% | +4.0% | +7.8% |
| 3M | +16.9% | +36.2% | -19.3% | +15.6% |
| 6M | +8.7% | +18.0% | -9.4% | +7.7% |
| YTD | +43.0% | +34.9% | +8.1% | +40.9% |
| 1Y | +19.4% | +67.9% | -48.5% | +16.3% |
| 3Y | +74.7% | +57.3% | +17.4% | +63.3% |
| All | +74.7% | +59.0% | +15.7% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling