+2,219.5%
LNG vs FIVE
+862.5%
+1,357.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.8% | +3.9% |
| 7D | +4.5% | -0.5% | +5.0% | +4.6% |
| 30D | +8.0% | +17.4% | -9.4% | +5.4% |
| 3M | +15.0% | +7.0% | +7.9% | +13.5% |
| 6M | +27.1% | +20.5% | +6.6% | +22.6% |
| YTD | +58.1% | +33.1% | +25.0% | +49.4% |
| 1Y | +45.0% | +67.1% | -22.1% | +32.1% |
| 3Y | +82.6% | +41.9% | +40.7% | +63.4% |
| 5Y | +206.8% | +21.1% | +185.8% | +174.7% |
| 10Y | +796.3% | +518.8% | +277.5% | +457.5% |
| All | +2,219.5% | +862.5% | +1,357.0% | +1,135.2% |
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