+222.1%
LNG vs UL
+18.7%
+203.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.2% |
| 7D | -4.7% | -3.4% | -1.3% | -4.6% |
| 30D | +3.8% | +0.5% | +3.3% | +3.8% |
| 3M | +16.2% | +7.2% | +8.9% | +15.8% |
| 6M | +11.7% | -3.1% | +14.7% | +11.9% |
| YTD | +44.2% | -2.7% | +46.9% | +44.2% |
| 1Y | +18.6% | -10.2% | +28.8% | +19.4% |
| 3Y | +77.4% | +20.3% | +57.2% | +74.2% |
| All | +222.1% | +18.7% | +203.4% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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