+1,178.8%
LNG vs PH
+15,741.5%
-14,562.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +3.4% | -3.1% | +6.5% | +4.9% |
| 30D | +14.9% | -3.2% | +18.1% | +16.5% |
| 3M | +21.4% | +10.6% | +10.8% | +14.4% |
| 6M | +17.8% | -2.1% | +19.9% | +16.5% |
| YTD | +51.3% | +10.2% | +41.1% | +40.6% |
| 1Y | +24.4% | +28.2% | -3.8% | +6.3% |
| 3Y | +79.7% | +134.9% | -55.2% | +8.0% |
| 5Y | +241.3% | +253.6% | -12.3% | +60.0% |
| 10Y | +603.1% | +804.7% | -201.6% | +84.8% |
| All | +1,178.8% | +15,741.5% | -14,562.7% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling