+1,178.8%
LNG vs GPC
+1,608.6%
-429.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | +3.4% | +1.2% | +2.2% | +2.8% |
| 30D | +14.9% | +6.0% | +8.9% | +11.7% |
| 3M | +21.4% | +42.6% | -21.2% | +1.7% |
| 6M | +17.8% | +22.8% | -5.0% | +4.9% |
| YTD | +51.3% | +15.5% | +35.8% | +37.0% |
| 1Y | +24.4% | +2.0% | +22.4% | +19.1% |
| 3Y | +79.7% | -1.4% | +81.1% | +65.3% |
| 5Y | +241.3% | +30.6% | +210.7% | +164.3% |
| 10Y | +603.1% | +80.6% | +522.5% | +324.2% |
| All | +1,178.8% | +1,608.6% | -429.8% | +167.7% |
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