+222.1%
LNG vs LH
+27.0%
+195.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -4.7% | -4.7% | 0.0% | -4.0% |
| 30D | +3.8% | -3.5% | +7.3% | +4.3% |
| 3M | +16.2% | +17.7% | -1.5% | +13.0% |
| 6M | +11.7% | +15.8% | -4.1% | +8.8% |
| YTD | +44.2% | +25.1% | +19.1% | +38.5% |
| 1Y | +18.6% | +12.5% | +6.1% | +15.8% |
| 3Y | +77.4% | +59.8% | +17.6% | +62.3% |
| All | +222.1% | +27.0% | +195.1% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling