+231.2%
LNG vs PL
+72.5%
+158.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | -6.7% | -13.9% | +7.1% | -6.0% |
| 30D | +3.9% | -25.5% | +29.3% | +5.4% |
| 3M | +15.5% | -44.8% | +60.3% | +18.7% |
| 6M | +10.5% | -33.3% | +43.8% | +11.0% |
| YTD | +43.0% | -12.7% | +55.6% | +40.7% |
| 1Y | +18.9% | +90.9% | -72.0% | +10.4% |
| 3Y | +74.7% | +528.5% | -453.8% | +40.8% |
| 5Y | +231.2% | +72.7% | +158.5% | +180.4% |
| All | +231.2% | +72.5% | +158.7% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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