+241.6%
LNG vs PENG
+115.2%
+126.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | +0.1% |
| 7D | +3.4% | +4.5% | -1.1% | +3.2% |
| 30D | +14.9% | -7.1% | +22.0% | +15.1% |
| 3M | +21.4% | -27.3% | +48.7% | +22.2% |
| 6M | +17.8% | +169.6% | -151.8% | +8.7% |
| YTD | +51.3% | +164.6% | -113.3% | +39.3% |
| 1Y | +24.4% | +109.5% | -85.0% | +16.3% |
| 3Y | +79.7% | +98.9% | -19.2% | +63.0% |
| All | +241.6% | +115.2% | +126.4% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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