+1,108.8%
LNG vs UL
+1,827.5%
-718.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -5.1% |
| 7D | -6.2% | -1.3% | -4.9% | -5.7% |
| 30D | +8.0% | +0.9% | +7.1% | +7.7% |
| 3M | +16.9% | +14.2% | +2.7% | +11.5% |
| 6M | +8.7% | -3.2% | +11.9% | +8.8% |
| YTD | +43.0% | -0.3% | +43.3% | +41.4% |
| 1Y | +19.4% | -8.8% | +28.2% | +21.3% |
| 3Y | +74.7% | +23.9% | +50.8% | +58.4% |
| 5Y | +222.4% | +21.4% | +201.1% | +188.2% |
| 10Y | +532.2% | +66.7% | +465.5% | +388.3% |
| All | +1,108.8% | +1,827.5% | -718.7% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling