+548.8%
LNG vs PPL
+57.8%
+491.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -4.5% | -1.8% | -2.7% | -3.9% |
| 30D | +4.7% | -2.2% | +6.9% | +5.5% |
| 3M | +15.1% | -3.1% | +18.2% | +16.1% |
| 6M | +13.6% | -8.1% | +21.7% | +16.5% |
| YTD | +44.0% | 0.0% | +43.9% | +42.9% |
| 1Y | +18.4% | -1.3% | +19.7% | +18.0% |
| 3Y | +75.9% | +52.7% | +23.2% | +48.2% |
| 5Y | +231.7% | +37.4% | +194.3% | +188.1% |
| All | +548.8% | +57.8% | +491.0% | +403.1% |
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