+391.3%
LNG vs REPL
-6.0%
+397.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | +3.4% | -3.0% | +6.4% | +3.5% |
| 30D | +14.9% | +27.1% | -12.3% | +14.0% |
| 3M | +21.4% | +52.4% | -31.0% | +18.4% |
| 6M | +17.8% | +107.4% | -89.6% | +10.9% |
| YTD | +51.3% | +54.7% | -3.4% | +43.7% |
| 1Y | +24.4% | +158.9% | -134.4% | +13.5% |
| 3Y | +79.7% | -23.7% | +103.4% | +60.4% |
| 5Y | +241.3% | -54.3% | +295.7% | +209.9% |
| All | +391.3% | -6.0% | +397.3% | +273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling