+506.1%
LNG vs PENG
+762.7%
-256.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.3% |
| 7D | +3.4% | +4.5% | -1.1% | +2.9% |
| 30D | +14.9% | -7.1% | +22.0% | +15.4% |
| 3M | +21.4% | -27.3% | +48.7% | +23.0% |
| 6M | +17.8% | +169.6% | -151.8% | +1.0% |
| YTD | +51.3% | +164.6% | -113.3% | +29.5% |
| 1Y | +24.4% | +109.5% | -85.0% | +9.0% |
| 3Y | +79.7% | +98.9% | -19.2% | +48.7% |
| 5Y | +241.3% | +116.3% | +125.1% | +168.2% |
| All | +506.1% | +762.7% | -256.6% | +294.6% |
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