+18.4%
LNG vs LTH
+45.0%
-26.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.6% |
| 7D | -4.5% | -3.7% | -0.7% | -4.7% |
| 30D | +4.7% | -5.3% | +10.0% | +4.3% |
| 3M | +15.1% | +24.2% | -9.0% | +16.4% |
| 6M | +13.6% | +54.8% | -41.3% | +16.3% |
| YTD | +44.0% | +56.1% | -12.1% | +47.2% |
| 1Y | +18.4% | +45.5% | -27.2% | +20.6% |
| All | +18.4% | +45.0% | -26.6% | +20.6% |
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