+2,135.6%
LNG vs FIVE
+873.2%
+1,262.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -5.5% | +7.3% | -12.8% | -6.5% |
| 30D | +5.7% | +18.1% | -12.3% | +3.1% |
| 3M | +10.7% | +7.7% | +3.0% | +9.2% |
| 6M | +23.1% | +13.6% | +9.4% | +19.7% |
| YTD | +52.4% | +34.6% | +17.8% | +43.8% |
| 1Y | +40.0% | +66.2% | -26.2% | +27.7% |
| 3Y | +76.0% | +43.5% | +32.6% | +57.3% |
| 5Y | +194.7% | +20.7% | +174.0% | +164.2% |
| 10Y | +726.7% | +541.5% | +185.2% | +411.0% |
| All | +2,135.6% | +873.2% | +1,262.4% | +1,088.6% |
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