+206.7%
LNG vs LTH
+160.9%
+45.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +3.4% | -0.6% | +4.1% | +3.5% |
| 30D | +14.9% | -4.6% | +19.5% | +15.3% |
| 3M | +21.4% | +32.8% | -11.4% | +17.4% |
| 6M | +17.8% | +64.6% | -46.8% | +10.7% |
| YTD | +51.3% | +62.6% | -11.4% | +42.2% |
| 1Y | +24.4% | +49.9% | -25.5% | +18.0% |
| 3Y | +79.7% | +151.3% | -71.7% | +58.7% |
| All | +206.7% | +160.9% | +45.8% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling