+2,119.2%
LNG vs FIVE
+868.1%
+1,251.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.4% |
| 7D | +3.4% | +4.3% | -0.8% | +2.8% |
| 30D | +14.9% | +12.5% | +2.4% | +12.7% |
| 3M | +21.4% | +31.2% | -9.8% | +16.2% |
| 6M | +17.8% | +14.4% | +3.4% | +14.4% |
| YTD | +51.3% | +33.9% | +17.4% | +43.1% |
| 1Y | +24.4% | +65.1% | -40.6% | +13.4% |
| 3Y | +79.7% | +49.0% | +30.7% | +59.5% |
| 5Y | +241.3% | +30.3% | +211.0% | +201.2% |
| 10Y | +603.1% | +481.1% | +122.0% | +342.5% |
| All | +2,119.2% | +868.1% | +1,251.1% | +1,083.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling