+1,255.2%
LNG vs ARWR
-95.8%
+1,351.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.2% |
| 7D | +11.3% | -17.8% | +29.2% | +11.4% |
| 30D | +10.6% | -18.1% | +28.8% | +10.7% |
| 3M | +16.1% | -44.2% | +60.3% | +16.3% |
| 6M | +29.6% | -38.6% | +68.2% | +29.7% |
| YTD | +60.3% | -28.0% | +88.4% | +60.4% |
| 1Y | +46.1% | +16.1% | +30.0% | +45.9% |
| 3Y | +85.9% | +84.0% | +2.0% | +85.1% |
| 5Y | +210.8% | -35.4% | +246.2% | +210.1% |
| 10Y | +808.8% | +1,043.1% | -234.3% | +800.3% |
| All | +1,255.2% | -95.8% | +1,351.0% | +2,286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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