+191.9%
LNG vs LTH
+150.3%
+41.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -4.5% | -3.7% | -0.7% | -4.1% |
| 30D | +4.7% | -5.3% | +10.0% | +5.2% |
| 3M | +15.1% | +24.2% | -9.0% | +12.2% |
| 6M | +13.6% | +54.8% | -41.3% | +7.5% |
| YTD | +44.0% | +56.1% | -12.1% | +35.9% |
| 1Y | +18.4% | +45.5% | -27.2% | +12.6% |
| 3Y | +75.9% | +155.9% | -80.0% | +54.9% |
| All | +191.9% | +150.3% | +41.5% | +155.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling