+1,108.8%
LNG vs PHM
+4,264.9%
-3,156.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -4.5% |
| 7D | -6.2% | -2.5% | -3.7% | -5.4% |
| 30D | +8.0% | -9.7% | +17.6% | +11.0% |
| 3M | +16.9% | +2.2% | +14.7% | +15.1% |
| 6M | +8.7% | -5.7% | +14.3% | +8.7% |
| YTD | +43.0% | +2.8% | +40.2% | +38.9% |
| 1Y | +19.4% | -14.4% | +33.8% | +21.8% |
| 3Y | +74.7% | +52.2% | +22.5% | +44.3% |
| 5Y | +222.4% | +154.3% | +68.2% | +118.4% |
| 10Y | +532.2% | +545.9% | -13.6% | +195.0% |
| All | +1,108.8% | +4,264.9% | -3,156.1% | +292.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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