+544.5%
LNG vs HAS
+54.3%
+490.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -6.7% | -4.8% | -1.9% | -5.9% |
| 30D | +3.9% | -5.1% | +9.0% | +4.8% |
| 3M | +15.5% | +6.4% | +9.1% | +13.8% |
| 6M | +10.5% | -5.6% | +16.2% | +10.9% |
| YTD | +43.0% | +11.0% | +32.0% | +38.5% |
| 1Y | +18.9% | +16.8% | +2.1% | +13.7% |
| 3Y | +74.7% | +44.0% | +30.6% | +56.7% |
| 5Y | +231.2% | +11.0% | +220.2% | +211.2% |
| 10Y | +544.5% | +56.0% | +488.5% | +455.0% |
| All | +544.5% | +54.3% | +490.3% | +455.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling