+189.9%
LNG vs LTH
+152.0%
+37.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -6.7% | -4.0% | -2.7% | -6.3% |
| 30D | +3.9% | -1.7% | +5.5% | +4.0% |
| 3M | +15.5% | +28.0% | -12.5% | +12.2% |
| 6M | +10.5% | +54.1% | -43.5% | +4.7% |
| YTD | +43.0% | +57.1% | -14.1% | +34.9% |
| 1Y | +18.9% | +45.8% | -26.9% | +13.0% |
| 3Y | +74.7% | +157.6% | -82.9% | +53.8% |
| All | +189.9% | +152.0% | +37.9% | +153.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling