+3,764.9%
CRH vs LNG
+1,119.0%
+2,645.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.1% | -4.7% | -1.4% | -5.9% |
| 30D | -9.3% | +3.8% | -13.1% | -9.4% |
| 3M | -15.2% | +16.2% | -31.4% | -15.8% |
| 6M | -14.2% | +11.7% | -25.9% | -14.8% |
| YTD | -28.3% | +44.2% | -72.5% | -29.5% |
| 1Y | -21.8% | +18.6% | -40.3% | -22.6% |
| 3Y | +71.6% | +77.4% | -5.8% | +66.8% |
| 5Y | +96.6% | +232.3% | -135.7% | +85.4% |
| 10Y | +253.8% | +550.1% | -296.3% | +223.7% |
| All | +3,764.9% | +1,119.0% | +2,645.9% | +3,091.0% |
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