+222.1%
LNG vs PH
+251.9%
-29.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -4.7% | -1.3% | -3.4% | -4.3% |
| 30D | +3.8% | -11.0% | +14.8% | +7.2% |
| 3M | +16.2% | +5.5% | +10.6% | +13.8% |
| 6M | +11.7% | +1.5% | +10.2% | +10.0% |
| YTD | +44.2% | +8.8% | +35.4% | +38.4% |
| 1Y | +18.6% | +24.5% | -5.9% | +8.1% |
| 3Y | +77.4% | +141.2% | -63.8% | +24.3% |
| All | +222.1% | +251.9% | -29.8% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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