+231.2%
LNG vs S
-71.9%
+303.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -6.7% | -1.2% | -5.5% | -6.7% |
| 30D | +3.9% | -12.6% | +16.4% | +4.5% |
| 3M | +15.5% | +27.6% | -12.0% | +13.8% |
| 6M | +10.5% | +35.5% | -25.0% | +8.4% |
| YTD | +43.0% | +29.6% | +13.4% | +40.3% |
| 1Y | +18.9% | +8.1% | +10.8% | +17.7% |
| 3Y | +74.7% | +14.8% | +59.9% | +69.7% |
| 5Y | +231.2% | -70.6% | +301.8% | +233.4% |
| All | +231.2% | -71.9% | +303.1% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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