+1,119.0%
LNG vs LH
+1,054.5%
+64.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -4.7% | -4.7% | 0.0% | -3.6% |
| 30D | +3.8% | -3.5% | +7.3% | +4.6% |
| 3M | +16.2% | +17.7% | -1.5% | +11.5% |
| 6M | +11.7% | +15.8% | -4.1% | +7.3% |
| YTD | +44.2% | +25.1% | +19.1% | +35.9% |
| 1Y | +18.6% | +12.5% | +6.1% | +14.4% |
| 3Y | +77.4% | +59.8% | +17.6% | +55.8% |
| 5Y | +232.3% | +27.1% | +205.2% | +204.0% |
| 10Y | +550.1% | +183.2% | +366.9% | +375.9% |
| All | +1,119.0% | +1,054.5% | +64.5% | +428.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling