+231.2%
LNG vs REPL
-53.9%
+285.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | 0.0% |
| 7D | -6.7% | -9.6% | +2.8% | -6.6% |
| 30D | +3.9% | +5.7% | -1.8% | +3.8% |
| 3M | +15.5% | +56.4% | -40.9% | +14.3% |
| 6M | +10.5% | +67.4% | -56.9% | +8.6% |
| YTD | +43.0% | +48.7% | -5.7% | +40.7% |
| 1Y | +18.9% | +148.3% | -129.4% | +15.0% |
| 3Y | +74.7% | -26.7% | +101.3% | +69.4% |
| 5Y | +231.2% | -54.1% | +285.4% | +220.3% |
| All | +231.2% | -53.9% | +285.1% | +220.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling