-13.6%
CRH vs LNG
+41.6%
-55.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.2% | +11.8% | +3.9% |
| 7D | +14.2% | -1.9% | +16.1% | +13.3% |
| 30D | +19.5% | +6.2% | +13.3% | +21.4% |
| 3M | +0.4% | +13.7% | -13.4% | +4.9% |
| 6M | -10.1% | +7.5% | -17.7% | -7.1% |
| YTD | -19.9% | +51.3% | -71.2% | -7.0% |
| All | -13.6% | +41.6% | -55.2% | -2.1% |
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