+798.6%
LNG vs BR
+1,282.8%
-484.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -4.5% | -6.0% | +1.5% | -1.0% |
| 30D | +4.7% | -0.9% | +5.5% | +5.0% |
| 3M | +15.1% | +16.4% | -1.2% | +4.1% |
| 6M | +13.6% | -8.2% | +21.7% | +16.9% |
| YTD | +44.0% | -23.2% | +67.2% | +63.4% |
| 1Y | +18.4% | -30.9% | +49.3% | +42.9% |
| 3Y | +75.9% | -5.0% | +80.8% | +70.3% |
| 5Y | +231.7% | +8.8% | +222.9% | +181.0% |
| 10Y | +549.0% | +190.1% | +358.9% | +152.8% |
| All | +798.6% | +1,282.8% | -484.3% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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