+42.6%
LNG vs LTH
+84.0%
-41.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +6.3% | -12.5% | -5.7% |
| 7D | -1.9% | +9.9% | -11.8% | -1.2% |
| 30D | +6.2% | +18.3% | -12.1% | +7.7% |
| 3M | +13.7% | +5.9% | +7.8% | +14.3% |
| 6M | +7.5% | +80.3% | -72.8% | +12.6% |
| YTD | +51.3% | +78.3% | -27.0% | +58.3% |
| 1Y | +42.6% | +81.0% | -38.4% | +49.7% |
| All | +42.6% | +84.0% | -41.4% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling