+245.6%
CRH vs LNG
+562.2%
-316.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.1% | -4.7% | -1.4% | -4.9% |
| 30D | -9.3% | +3.8% | -13.1% | -10.2% |
| 3M | -15.2% | +16.2% | -31.4% | -19.1% |
| 6M | -14.2% | +11.7% | -25.9% | -18.0% |
| YTD | -28.3% | +44.2% | -72.5% | -36.7% |
| 1Y | -21.8% | +18.6% | -40.3% | -26.9% |
| 3Y | +71.6% | +77.4% | -5.8% | +38.8% |
| 5Y | +96.6% | +232.3% | -135.7% | +21.1% |
| All | +245.6% | +562.2% | -316.6% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling