+1,108.4%
LNG vs PEG
+2,193.8%
-1,085.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | -6.7% | -1.0% | -5.8% | -6.4% |
| 30D | +3.9% | -2.6% | +6.5% | +4.9% |
| 3M | +15.5% | -7.6% | +23.1% | +19.0% |
| 6M | +10.5% | -12.2% | +22.7% | +15.8% |
| YTD | +43.0% | -8.1% | +51.0% | +46.8% |
| 1Y | +18.9% | -7.0% | +25.8% | +21.2% |
| 3Y | +74.7% | +30.6% | +44.1% | +54.6% |
| 5Y | +231.2% | +34.4% | +196.8% | +185.0% |
| 10Y | +544.5% | +146.5% | +398.0% | +326.0% |
| All | +1,108.4% | +2,193.8% | -1,085.3% | +608.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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