+258.2%
LNG vs AUR
-35.7%
+293.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | -4.7% | +1.4% | -6.1% | -4.7% |
| 30D | +3.8% | -6.4% | +10.2% | +3.9% |
| 3M | +16.2% | +7.7% | +8.5% | +15.6% |
| 6M | +11.7% | +44.5% | -32.8% | +9.5% |
| YTD | +44.2% | +67.4% | -23.2% | +40.4% |
| 1Y | +18.6% | +15.4% | +3.1% | +17.0% |
| 3Y | +77.4% | +94.8% | -17.4% | +67.0% |
| 5Y | +232.3% | -35.1% | +267.4% | +193.1% |
| All | +258.2% | -35.7% | +293.9% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling