+222.1%
LNG vs HUBB
+157.3%
+64.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | +3.8% | -10.0% | +13.8% | +5.4% |
| 3M | +16.2% | -1.6% | +17.8% | +15.6% |
| 6M | +11.7% | -3.1% | +14.8% | +10.9% |
| YTD | +44.2% | +4.6% | +39.6% | +40.6% |
| 1Y | +18.6% | +3.3% | +15.2% | +15.5% |
| 3Y | +77.4% | +46.6% | +30.8% | +55.7% |
| All | +222.1% | +157.3% | +64.8% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 5y: compounded portfolio wealth divided by compounded HUBB 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…
5y analysis · Full analysis span regression · 6 months rolling