+1,255.2%
LNG vs GPC
+1,426.2%
-171.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +11.3% | +0.4% | +10.9% | +11.1% |
| 30D | +10.6% | -6.3% | +16.9% | +13.5% |
| 3M | +16.1% | -8.2% | +24.3% | +20.0% |
| 6M | +29.6% | +27.1% | +2.5% | +13.6% |
| YTD | +60.3% | +3.1% | +57.2% | +52.1% |
| 1Y | +46.1% | +0.1% | +46.0% | +40.3% |
| 3Y | +85.9% | +0.2% | +85.7% | +69.0% |
| 5Y | +210.8% | +4.9% | +206.0% | +167.2% |
| 10Y | +808.8% | +75.2% | +733.6% | +449.8% |
| All | +1,255.2% | +1,426.2% | -171.0% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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