+84.4%
LNG vs GGLL
+328.4%
-243.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -6.2% | +1.9% | -8.0% | -6.2% |
| 30D | +8.0% | -9.7% | +17.7% | +8.1% |
| 3M | +16.9% | -18.0% | +34.9% | +17.1% |
| 6M | +8.7% | +15.3% | -6.6% | +7.6% |
| YTD | +43.0% | +2.2% | +40.8% | +42.1% |
| 1Y | +19.4% | +73.1% | -53.7% | +15.0% |
| 3Y | +74.7% | +242.7% | -168.0% | +56.4% |
| All | +84.4% | +328.4% | -243.9% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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