+476.9%
LNG vs PENG
+597.2%
-120.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.4% | -13.0% | -1.8% |
| 7D | -15.9% | -19.4% | +3.6% | -14.4% |
| 30D | +2.1% | -42.4% | +44.5% | +6.9% |
| 3M | +4.8% | -25.6% | +30.5% | +6.3% |
| 6M | +6.8% | +7.3% | -0.5% | +1.4% |
| YTD | +44.0% | +113.9% | -69.8% | +24.3% |
| 1Y | +34.9% | +93.6% | -58.6% | +17.6% |
| 3Y | +67.3% | +170.2% | -102.9% | +32.5% |
| 5Y | +170.1% | +44.2% | +125.9% | +121.7% |
| All | +476.9% | +597.2% | -120.3% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling