+420.7%
LNG vs REPL
+36.8%
+383.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +11.3% | +1.2% | +10.1% | +11.3% |
| 30D | +10.6% | +92.2% | -81.5% | +8.5% |
| 3M | +16.1% | +44.1% | -28.0% | +14.7% |
| 6M | +29.6% | +313.0% | -283.5% | +21.8% |
| YTD | +60.3% | +125.2% | -64.9% | +50.4% |
| 1Y | +46.1% | +143.8% | -97.7% | +36.6% |
| 3Y | +85.9% | +104.2% | -18.3% | +56.4% |
| 5Y | +210.8% | -34.5% | +245.4% | +179.5% |
| All | +420.7% | +36.8% | +383.8% | +290.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling