+367.0%
PSX vs LNG
+229.3%
+137.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +1.5% | -4.5% | +6.0% | +3.7% |
| 30D | +15.8% | +4.7% | +11.2% | +12.9% |
| 3M | +43.0% | +15.1% | +27.9% | +32.7% |
| 6M | +61.1% | +13.6% | +47.5% | +50.5% |
| YTD | +104.5% | +44.0% | +60.6% | +70.1% |
| 1Y | +102.5% | +18.4% | +84.2% | +84.9% |
| 3Y | +133.5% | +75.9% | +57.6% | +71.8% |
| 5Y | +367.0% | +231.7% | +135.3% | +147.2% |
| All | +367.0% | +229.3% | +137.7% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling