+135.3%
PSX vs LNG
+73.1%
+62.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +1.8% | -6.7% | +8.6% | +5.2% |
| 30D | +21.6% | +3.9% | +17.8% | +19.0% |
| 3M | +46.5% | +15.5% | +31.0% | +35.7% |
| 6M | +62.0% | +10.5% | +51.5% | +53.6% |
| YTD | +106.3% | +43.0% | +63.4% | +73.5% |
| 1Y | +103.0% | +18.9% | +84.1% | +85.7% |
| All | +135.3% | +73.1% | +62.3% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 3y: compounded portfolio wealth divided by compounded LNG 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…
3y analysis · Full analysis span regression · 6 months rolling