+1,178.8%
LNG vs HAS
+1,207.7%
-28.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +3.4% | -1.8% | +5.2% | +4.0% |
| 30D | +14.9% | +2.3% | +12.6% | +14.0% |
| 3M | +21.4% | +10.4% | +11.0% | +17.1% |
| 6M | +17.8% | -3.2% | +21.0% | +17.2% |
| YTD | +51.3% | +15.4% | +35.9% | +42.2% |
| 1Y | +24.4% | +18.8% | +5.6% | +15.6% |
| 3Y | +79.7% | +43.9% | +35.7% | +51.6% |
| 5Y | +241.3% | +13.9% | +227.4% | +202.4% |
| 10Y | +603.1% | +56.4% | +546.7% | +412.2% |
| All | +1,178.8% | +1,207.7% | -28.9% | +729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling