+67.3%
LNG vs PPL
+56.0%
+11.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -15.9% | +0.4% | -16.3% | -16.0% |
| 30D | +2.1% | +5.4% | -3.3% | +0.8% |
| 3M | +4.8% | +4.3% | +0.5% | +3.6% |
| 6M | +6.8% | -1.3% | +8.1% | +7.1% |
| YTD | +44.0% | +4.7% | +39.3% | +40.9% |
| 1Y | +34.9% | +1.3% | +33.7% | +33.5% |
| 3Y | +67.3% | +57.2% | +10.1% | +52.1% |
| All | +67.3% | +56.0% | +11.3% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling