-4.6%
CARR vs LNG
+23.0%
-27.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +1.6% | +3.4% | -1.9% | +2.0% |
| 30D | -8.7% | +14.9% | -23.6% | -7.3% |
| 3M | -12.6% | +21.4% | -34.0% | -10.5% |
| 6M | -1.5% | +17.8% | -19.3% | -2.7% |
| YTD | +14.3% | +51.3% | -37.0% | +8.3% |
| 1Y | -4.6% | +24.4% | -29.0% | -11.1% |
| All | -4.6% | +23.0% | -27.6% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling