+1.5%
CARR vs LNG
+74.6%
-73.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.8% | -4.7% | +0.9% | -3.3% |
| 30D | -8.9% | +3.8% | -12.7% | -9.4% |
| 3M | -17.3% | +16.2% | -33.5% | -19.0% |
| 6M | -1.4% | +11.7% | -13.1% | -4.0% |
| YTD | +10.0% | +44.2% | -34.2% | +0.9% |
| 1Y | -6.4% | +18.6% | -24.9% | -10.3% |
| 3Y | +1.5% | +77.4% | -75.9% | -12.9% |
| All | +1.5% | +74.6% | -73.0% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling