+368.3%
LNG vs REPL
-19.2%
+387.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | -4.7% | -14.1% | +9.4% | -4.3% |
| 30D | +3.8% | -15.2% | +19.0% | +4.3% |
| 3M | +16.2% | +49.9% | -33.7% | +13.4% |
| 6M | +11.7% | +63.5% | -51.9% | +6.0% |
| YTD | +44.2% | +32.9% | +11.3% | +37.6% |
| 1Y | +18.6% | +115.0% | -96.4% | +8.8% |
| 3Y | +77.4% | -34.7% | +112.1% | +59.1% |
| 5Y | +232.3% | -59.7% | +291.9% | +202.2% |
| All | +368.3% | -19.2% | +387.6% | +257.3% |
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