+763.9%
LNG vs HAS
+102.4%
+661.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | -5.5% | +3.3% | -8.7% | -6.0% |
| 30D | +5.7% | +30.5% | -24.8% | +0.6% |
| 3M | +10.7% | +29.9% | -19.2% | +5.4% |
| 6M | +23.1% | +26.5% | -3.5% | +17.3% |
| YTD | +52.4% | +51.9% | +0.5% | +39.2% |
| 1Y | +40.0% | +60.9% | -20.9% | +26.3% |
| 3Y | +76.0% | +215.0% | -139.0% | +34.3% |
| 5Y | +194.7% | +51.5% | +143.2% | +161.6% |
| All | +763.9% | +102.4% | +661.5% | +620.2% |
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