+46.3%
LNG vs PPL
-1.7%
+48.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +10.9% | -2.2% | +13.1% | +11.0% |
| 30D | +8.1% | +1.7% | +6.4% | +7.9% |
| 3M | +15.7% | +0.1% | +15.6% | +15.6% |
| 6M | +27.2% | -1.5% | +28.8% | +27.3% |
| YTD | +60.7% | +3.0% | +57.7% | +58.5% |
| 1Y | +46.3% | -1.4% | +47.7% | +44.4% |
| All | +46.3% | -1.7% | +48.0% | +44.4% |
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