+51.4%
PYPL vs LNG
+352.1%
-300.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | +2.7% | +3.4% | -0.7% | +1.8% |
| 30D | -4.9% | +14.9% | -19.8% | -8.2% |
| 3M | +28.9% | +21.4% | +7.5% | +22.3% |
| 6M | +18.2% | +17.8% | +0.4% | +12.3% |
| YTD | -5.0% | +51.3% | -56.3% | -15.9% |
| 1Y | -18.8% | +24.4% | -43.3% | -24.3% |
| 3Y | -12.6% | +79.7% | -92.3% | -26.9% |
| 5Y | -80.8% | +241.3% | -322.1% | -86.7% |
| 10Y | +49.9% | +603.1% | -553.2% | -18.2% |
| All | +51.4% | +352.1% | -300.7% | -6.2% |
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