+1,112.1%
PSX vs LNG
+1,859.9%
-747.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +4.5% | +3.4% | +1.1% | +3.0% |
| 30D | +26.6% | +14.9% | +11.7% | +19.0% |
| 3M | +39.3% | +21.4% | +17.9% | +27.7% |
| 6M | +56.8% | +17.8% | +39.0% | +45.6% |
| YTD | +101.8% | +51.3% | +50.5% | +68.0% |
| 1Y | +99.6% | +24.4% | +75.2% | +80.6% |
| 3Y | +140.3% | +79.7% | +60.7% | +82.8% |
| 5Y | +339.3% | +241.3% | +98.0% | +149.6% |
| 10Y | +369.9% | +603.1% | -233.3% | +97.9% |
| All | +1,112.1% | +1,859.9% | -747.8% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling