+421.9%
LNG vs REPL
+37.4%
+384.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | +10.9% | +9.8% | +1.2% | +10.6% |
| 30D | +8.1% | +81.5% | -73.4% | +6.2% |
| 3M | +15.7% | +44.2% | -28.5% | +14.3% |
| 6M | +27.2% | +437.4% | -410.2% | +18.4% |
| YTD | +60.7% | +126.1% | -65.4% | +50.8% |
| 1Y | +46.3% | +143.1% | -96.9% | +36.8% |
| 3Y | +85.6% | +97.8% | -12.2% | +56.5% |
| 5Y | +211.6% | -34.3% | +245.8% | +180.1% |
| All | +421.9% | +37.4% | +384.5% | +291.6% |
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