+77.1%
LNG vs LH
+56.3%
+20.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.3% |
| 7D | -4.5% | -7.4% | +2.9% | -3.5% |
| 30D | +4.7% | -4.6% | +9.3% | +5.3% |
| 3M | +15.1% | +14.5% | +0.6% | +12.4% |
| 6M | +13.6% | +14.8% | -1.2% | +10.7% |
| YTD | +44.0% | +23.3% | +20.7% | +38.3% |
| 1Y | +18.4% | +13.6% | +4.8% | +15.3% |
| All | +77.1% | +56.3% | +20.8% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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