+496.0%
LNG vs P
+485.4%
+10.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +3.4% | +6.5% | -3.1% | +2.6% |
| 30D | +14.9% | +18.8% | -4.0% | +12.0% |
| 3M | +21.4% | +26.7% | -5.4% | +16.7% |
| 6M | +17.8% | +62.2% | -44.4% | +8.5% |
| YTD | +51.3% | +48.5% | +2.8% | +40.2% |
| 1Y | +24.4% | +26.4% | -2.0% | +16.4% |
| 3Y | +79.7% | +159.4% | -79.7% | +41.8% |
| 5Y | +241.3% | +275.8% | -34.5% | +145.2% |
| 10Y | +603.1% | +732.0% | -128.9% | +320.8% |
| All | +496.0% | +485.4% | +10.6% | +254.6% |
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