+522.9%
LNG vs P
+526.5%
-3.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.4% | -0.7% | +3.2% |
| 7D | +4.5% | -4.7% | +9.2% | +5.0% |
| 30D | +8.0% | -31.4% | +39.5% | +12.8% |
| 3M | +15.0% | -2.6% | +17.6% | +14.3% |
| 6M | +27.1% | +21.9% | +5.1% | +21.4% |
| YTD | +58.1% | +58.9% | -0.8% | +44.2% |
| 1Y | +45.0% | +21.7% | +23.2% | +36.0% |
| 3Y | +82.6% | +193.3% | -110.7% | +40.7% |
| 5Y | +206.8% | +275.1% | -68.3% | +119.9% |
| 10Y | +796.3% | +655.3% | +141.0% | +442.0% |
| All | +522.9% | +526.5% | -3.6% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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