+63.3%
PYPL vs LNG
+379.1%
-315.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.1% | +11.3% | -11.3% | -2.5% |
| 30D | +5.7% | +10.6% | -5.0% | +2.7% |
| 3M | -1.9% | +16.1% | -18.0% | -6.0% |
| 6M | +31.8% | +29.6% | +2.3% | +22.4% |
| YTD | +2.4% | +60.3% | -57.9% | -11.0% |
| 1Y | -8.2% | +46.1% | -54.4% | -18.3% |
| 3Y | +10.2% | +85.9% | -75.7% | -8.9% |
| 5Y | -71.2% | +210.8% | -282.1% | -79.7% |
| 10Y | +49.6% | +808.8% | -759.2% | -23.1% |
| All | +63.3% | +379.1% | -315.8% | -0.7% |
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