+1,117.3%
LNG vs PPL
+1,500.1%
-382.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | +4.8% | +4.3% | +0.5% | +3.0% |
| 6M | +6.8% | -1.3% | +8.1% | +6.9% |
| YTD | +44.0% | +4.7% | +39.3% | +40.6% |
| 1Y | +34.9% | +1.3% | +33.7% | +33.3% |
| 3Y | +67.3% | +57.2% | +10.1% | +39.7% |
| 5Y | +170.1% | +48.2% | +121.9% | +128.0% |
| 10Y | +693.0% | +62.7% | +630.3% | +523.2% |
| All | +1,117.3% | +1,500.1% | -382.8% | +1,000.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling