+802.4%
LNG vs PPL
+65.0%
+737.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +10.9% | -2.2% | +13.1% | +11.8% |
| 30D | +8.1% | +1.7% | +6.4% | +7.4% |
| 3M | +15.7% | +0.1% | +15.6% | +15.5% |
| 6M | +27.2% | -1.5% | +28.8% | +27.4% |
| YTD | +60.7% | +3.0% | +57.7% | +57.8% |
| 1Y | +46.3% | -1.4% | +47.7% | +45.9% |
| 3Y | +85.6% | +53.5% | +32.2% | +56.3% |
| 5Y | +211.6% | +46.4% | +165.2% | +164.1% |
| All | +802.4% | +65.0% | +737.4% | +603.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling