+222.1%
LNG vs GEN
+22.3%
+199.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -4.7% | -1.3% | -3.4% | -4.5% |
| 30D | +3.8% | +6.1% | -2.3% | +2.9% |
| 3M | +16.2% | +27.0% | -10.8% | +11.9% |
| 6M | +11.7% | +43.9% | -32.2% | +4.9% |
| YTD | +44.2% | +13.0% | +31.2% | +41.8% |
| 1Y | +18.6% | +4.0% | +14.5% | +18.5% |
| 3Y | +77.4% | +66.2% | +11.2% | +62.0% |
| All | +222.1% | +22.3% | +199.8% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling