+77.4%
LNG vs LEN
-27.3%
+104.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.2% |
| 7D | -4.7% | -4.8% | +0.1% | -4.8% |
| 30D | +3.8% | -6.6% | +10.4% | +3.6% |
| 3M | +16.2% | -15.7% | +31.8% | +16.0% |
| 6M | +11.7% | -16.6% | +28.3% | +11.7% |
| YTD | +44.2% | -21.3% | +65.6% | +44.3% |
| 1Y | +18.6% | -42.0% | +60.6% | +20.4% |
| 3Y | +77.4% | -27.9% | +105.3% | +71.2% |
| All | +77.4% | -27.3% | +104.7% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling