+700.5%
LNG vs PPL
+62.1%
+638.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -8.4% | -1.2% | -7.1% | -8.0% |
| 30D | +2.7% | +4.2% | -1.6% | +1.1% |
| 3M | +11.7% | +1.5% | +10.2% | +11.0% |
| 6M | +19.5% | +1.0% | +18.4% | +18.6% |
| YTD | +48.0% | +4.4% | +43.6% | +44.6% |
| 1Y | +38.4% | +0.8% | +37.6% | +36.9% |
| 3Y | +71.9% | +56.5% | +15.4% | +43.7% |
| 5Y | +179.9% | +47.7% | +132.2% | +136.7% |
| 10Y | +700.5% | +64.4% | +636.1% | +513.2% |
| All | +700.5% | +62.1% | +638.3% | +513.2% |
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