+413.5%
LNG vs REPL
+36.1%
+377.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.4% | +10.2% | +3.9% |
| 7D | +4.5% | +5.3% | -0.8% | +4.3% |
| 30D | +8.0% | +66.6% | -58.6% | +6.3% |
| 3M | +15.0% | +59.6% | -44.6% | +13.2% |
| 6M | +27.1% | +482.4% | -455.3% | +17.9% |
| YTD | +58.1% | +124.1% | -65.9% | +48.4% |
| 1Y | +45.0% | +138.6% | -93.6% | +35.7% |
| 3Y | +82.6% | +96.0% | -13.4% | +54.1% |
| 5Y | +206.8% | -35.4% | +242.2% | +176.1% |
| All | +413.5% | +36.1% | +377.4% | +285.4% |
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