+759.8%
LNG vs AR
-30.5%
+790.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.3% | +1.5% | +4.8% |
| 7D | -5.5% | -5.8% | +0.3% | -4.0% |
| 30D | +5.7% | +4.8% | +0.9% | +4.6% |
| 3M | +10.7% | +1.5% | +9.2% | +10.2% |
| 6M | +23.1% | +4.7% | +18.4% | +21.4% |
| YTD | +52.4% | +9.2% | +43.2% | +48.4% |
| 1Y | +40.0% | +11.2% | +28.9% | +35.4% |
| 3Y | +76.0% | +46.2% | +29.8% | +55.0% |
| 5Y | +194.7% | +98.1% | +96.6% | +133.3% |
| 10Y | +726.7% | +54.5% | +672.1% | +542.8% |
| All | +759.8% | -30.5% | +790.3% | +748.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling