+18.9%
LNG vs PPL
+0.2%
+18.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -6.7% | 0.0% | -6.8% | -6.7% |
| 30D | +3.9% | -1.3% | +5.1% | +3.9% |
| 3M | +15.5% | -2.6% | +18.1% | +15.6% |
| 6M | +10.5% | -8.4% | +18.9% | +11.2% |
| YTD | +43.0% | +0.2% | +42.8% | +40.1% |
| 1Y | +18.9% | -0.2% | +19.1% | +17.6% |
| All | +18.9% | +0.2% | +18.7% | +17.6% |
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