+1,178.8%
LNG vs PPL
+1,456.3%
-277.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.4% | +2.7% | +0.8% | +2.4% |
| 30D | +14.9% | +0.5% | +14.4% | +14.5% |
| 3M | +21.4% | +0.7% | +20.7% | +20.8% |
| 6M | +17.8% | -7.6% | +25.4% | +20.7% |
| YTD | +51.3% | +1.8% | +49.5% | +49.4% |
| 1Y | +24.4% | -0.8% | +25.2% | +23.9% |
| 3Y | +79.7% | +56.9% | +22.8% | +50.0% |
| 5Y | +241.3% | +39.5% | +201.8% | +194.7% |
| 10Y | +603.1% | +55.4% | +547.7% | +462.1% |
| All | +1,178.8% | +1,456.3% | -277.5% | +1,068.4% |
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 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