+213.6%
LNG vs LTH
+137.1%
+76.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | +11.3% | -1.3% | +12.6% | +11.5% |
| 30D | +10.6% | +15.7% | -5.0% | +8.9% |
| 3M | +16.1% | +5.0% | +11.1% | +15.4% |
| 6M | +29.6% | +37.7% | -8.1% | +24.6% |
| YTD | +60.3% | +75.0% | -14.7% | +49.0% |
| 1Y | +46.1% | +82.6% | -36.5% | +35.0% |
| 3Y | +85.9% | +241.3% | -155.4% | +58.1% |
| All | +213.6% | +137.1% | +76.5% | +166.9% |
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