+176.1%
LNG vs GTLB
-50.1%
+226.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | -4.7% | -5.7% | +1.0% | -4.4% |
| 30D | +3.8% | +15.1% | -11.3% | +3.0% |
| 3M | +16.2% | +65.5% | -49.3% | +12.6% |
| 6M | +11.7% | +102.9% | -91.2% | +6.5% |
| YTD | +44.2% | +25.2% | +19.0% | +41.4% |
| 1Y | +18.6% | -5.5% | +24.1% | +18.1% |
| 3Y | +77.4% | -10.9% | +88.3% | +73.8% |
| All | +176.1% | -50.1% | +226.2% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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