+1,833.5%
LNG vs HIG
+987.6%
+845.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -6.7% | -0.5% | -6.3% | -6.7% |
| 30D | +3.9% | -2.8% | +6.7% | +4.4% |
| 3M | +15.5% | +6.3% | +9.2% | +14.2% |
| 6M | +10.5% | -0.1% | +10.6% | +10.4% |
| YTD | +43.0% | +0.4% | +42.5% | +42.6% |
| 1Y | +18.9% | +6.2% | +12.6% | +17.3% |
| 3Y | +74.7% | +101.6% | -27.0% | +53.2% |
| 5Y | +231.2% | +119.8% | +111.4% | +185.1% |
| 10Y | +544.5% | +311.7% | +232.8% | +388.0% |
| All | +1,833.5% | +987.6% | +845.9% | +1,310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling