+1,178.8%
LNG vs RF
+607.6%
+571.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.4% | +1.3% | +2.1% | +3.0% |
| 30D | +14.9% | -3.6% | +18.5% | +16.0% |
| 3M | +21.4% | +8.1% | +13.3% | +18.4% |
| 6M | +17.8% | +11.5% | +6.3% | +13.4% |
| YTD | +51.3% | +15.6% | +35.7% | +43.8% |
| 1Y | +24.4% | +15.7% | +8.8% | +17.9% |
| 3Y | +79.7% | +86.9% | -7.2% | +44.9% |
| 5Y | +241.3% | +89.8% | +151.5% | +167.2% |
| 10Y | +603.1% | +344.7% | +258.4% | +308.3% |
| All | +1,178.8% | +607.6% | +571.2% | +399.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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