+549.3%
LNG vs USHY
+49.7%
+499.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.4% |
| 7D | -4.5% | -0.7% | -3.7% | -3.5% |
| 30D | +4.7% | -0.5% | +5.2% | +5.4% |
| 3M | +15.1% | +0.5% | +14.6% | +14.1% |
| 6M | +13.6% | +1.5% | +12.1% | +10.6% |
| YTD | +44.0% | +1.7% | +42.2% | +39.7% |
| 1Y | +18.4% | +3.5% | +14.8% | +11.9% |
| 3Y | +75.9% | +27.2% | +48.7% | +24.1% |
| 5Y | +231.7% | +21.0% | +210.7% | +155.3% |
| All | +549.3% | +49.7% | +499.6% | +284.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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