+792.1%
LNG vs AR
-29.4%
+821.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.2% | +3.4% |
| 7D | +4.5% | +2.1% | +2.4% | +4.0% |
| 30D | +8.0% | +4.5% | +3.5% | +7.0% |
| 3M | +15.0% | +1.0% | +14.0% | +14.6% |
| 6M | +27.1% | +4.4% | +22.6% | +25.4% |
| YTD | +58.1% | +10.9% | +47.2% | +53.4% |
| 1Y | +45.0% | +8.6% | +36.4% | +41.0% |
| 3Y | +82.6% | +48.5% | +34.1% | +60.2% |
| 5Y | +206.8% | +95.7% | +111.1% | +143.5% |
| 10Y | +796.3% | +55.5% | +740.9% | +596.7% |
| All | +792.1% | -29.4% | +821.5% | +777.1% |
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