+222.1%
LNG vs GH
+20.8%
+201.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -4.7% | -2.5% | -2.2% | -4.6% |
| 30D | +3.8% | -4.7% | +8.5% | +4.0% |
| 3M | +16.2% | +20.2% | -4.1% | +15.1% |
| 6M | +11.7% | +78.8% | -67.1% | +8.6% |
| YTD | +44.2% | +54.1% | -9.9% | +41.0% |
| 1Y | +18.6% | +177.1% | -158.5% | +12.1% |
| 3Y | +77.4% | +371.6% | -294.2% | +61.0% |
| All | +222.1% | +20.8% | +201.3% | +188.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling