+42.6%
LNG vs AUR
-17.4%
+60.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.4% | -1.7% | -6.5% |
| 7D | -1.9% | -19.8% | +17.9% | -3.5% |
| 30D | +6.2% | -29.0% | +35.3% | +3.9% |
| 3M | +13.7% | -43.6% | +57.3% | +10.3% |
| 6M | +7.5% | -36.6% | +44.2% | +5.0% |
| YTD | +51.3% | +6.3% | +45.0% | +48.5% |
| 1Y | +42.6% | -9.0% | +51.7% | +39.8% |
| All | +42.6% | -17.4% | +60.0% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling