+753.5%
LNG vs AR
-27.2%
+780.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +3.4% | +2.5% | +0.9% | +2.8% |
| 30D | +14.9% | +14.8% | +0.1% | +11.1% |
| 3M | +21.4% | +6.2% | +15.2% | +19.5% |
| 6M | +17.8% | +4.3% | +13.5% | +16.4% |
| YTD | +51.3% | +14.4% | +36.9% | +45.8% |
| 1Y | +24.4% | +21.3% | +3.1% | +17.5% |
| 3Y | +79.7% | +39.8% | +39.9% | +59.6% |
| 5Y | +241.3% | +142.1% | +99.2% | +157.2% |
| 10Y | +603.1% | +52.0% | +551.1% | +452.3% |
| All | +753.5% | -27.2% | +780.7% | +733.5% |
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