+16.9%
LNG vs GH
+25.5%
-8.6%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.5% |
| 7D | -6.2% | -2.1% | -4.1% | -6.2% |
| 30D | +8.0% | -4.5% | +12.4% | +8.0% |
| 3M | +16.9% | +28.9% | -12.0% | +14.6% |
| All | +16.9% | +25.5% | -8.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3mo: compounded portfolio wealth divided by compounded GH 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…
3mo analysis · Full analysis span regression · Available span rolling