+1,117.3%
LNG vs LSCC
+2,610.2%
-1,492.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -1.8% |
| 7D | -15.9% | +13.0% | -28.8% | -17.8% |
| 30D | +2.1% | -19.8% | +21.9% | +5.3% |
| 3M | +4.8% | -18.4% | +23.2% | +7.2% |
| 6M | +6.8% | -16.1% | +22.9% | +7.1% |
| YTD | +44.0% | +42.7% | +1.3% | +29.3% |
| 1Y | +34.9% | +68.0% | -33.1% | +17.3% |
| 3Y | +67.3% | +85.8% | -18.5% | +34.4% |
| 5Y | +170.1% | +28.0% | +142.1% | +121.7% |
| 10Y | +693.0% | +1,255.1% | -562.1% | +287.4% |
| All | +1,117.3% | +2,610.2% | -1,492.9% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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