+24.4%
LNG vs PPL
-0.5%
+25.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.4% | +2.7% | +0.8% | +3.2% |
| 30D | +14.9% | +0.5% | +14.4% | +14.8% |
| 3M | +21.4% | +0.7% | +20.7% | +21.0% |
| 6M | +17.8% | -7.6% | +25.4% | +18.7% |
| YTD | +51.3% | +1.8% | +49.5% | +48.0% |
| 1Y | +24.4% | -0.8% | +25.2% | +23.9% |
| All | +24.4% | -0.5% | +25.0% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling