+231.7%
LNG vs LEN
-13.7%
+245.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.9% |
| 7D | -4.5% | -7.8% | +3.3% | -4.1% |
| 30D | +4.7% | -11.0% | +15.7% | +5.2% |
| 3M | +15.1% | -12.8% | +27.9% | +15.7% |
| 6M | +13.6% | -20.2% | +33.8% | +14.8% |
| YTD | +44.0% | -23.0% | +67.0% | +45.7% |
| 1Y | +18.4% | -41.8% | +60.2% | +22.9% |
| 3Y | +75.9% | -28.8% | +104.7% | +74.4% |
| 5Y | +231.7% | -12.6% | +244.3% | +214.8% |
| All | +231.7% | -13.7% | +245.3% | +214.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling