+24.4%
LNG vs HIG
+5.1%
+19.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +3.4% | +0.3% | +3.1% | +3.4% |
| 30D | +14.9% | -3.2% | +18.1% | +15.4% |
| 3M | +21.4% | +9.1% | +12.2% | +20.3% |
| 6M | +17.8% | -1.8% | +19.6% | +17.5% |
| YTD | +51.3% | +1.8% | +49.5% | +50.1% |
| 1Y | +24.4% | +4.6% | +19.9% | +24.1% |
| All | +24.4% | +5.1% | +19.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling