+550.0%
LNG vs HIG
+313.7%
+236.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -4.7% | -1.5% | -3.2% | -4.1% |
| 30D | +3.8% | -0.4% | +4.2% | +4.0% |
| 3M | +16.2% | +6.7% | +9.5% | +13.3% |
| 6M | +11.7% | +2.0% | +9.7% | +10.5% |
| YTD | +44.2% | +0.3% | +43.9% | +43.3% |
| 1Y | +18.6% | +4.2% | +14.4% | +15.9% |
| 3Y | +77.4% | +102.2% | -24.8% | +33.7% |
| 5Y | +232.3% | +118.5% | +113.8% | +139.9% |
| All | +550.0% | +313.7% | +236.3% | +245.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling