+548.8%
LNG vs AR
+44.6%
+504.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.5% | -1.3% | -3.2% | -4.2% |
| 30D | +4.7% | +3.5% | +1.1% | +3.8% |
| 3M | +15.1% | +9.9% | +5.2% | +12.6% |
| 6M | +13.6% | +4.5% | +9.0% | +12.3% |
| YTD | +44.0% | +13.7% | +30.3% | +39.3% |
| 1Y | +18.4% | +19.2% | -0.9% | +12.6% |
| 3Y | +75.9% | +46.2% | +29.7% | +56.2% |
| 5Y | +231.7% | +145.9% | +85.8% | +156.2% |
| All | +548.8% | +44.6% | +504.2% | +466.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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