+550.0%
LNG vs CAPR
-78.4%
+628.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | -4.7% | -11.0% | +6.3% | -4.5% |
| 30D | +3.8% | +99.8% | -95.9% | +2.7% |
| 3M | +16.2% | -66.6% | +82.7% | +16.7% |
| 6M | +11.7% | -75.1% | +86.8% | +12.6% |
| YTD | +44.2% | -71.0% | +115.2% | +45.0% |
| 1Y | +18.6% | +30.0% | -11.4% | +13.6% |
| 3Y | +77.4% | +29.0% | +48.4% | +64.8% |
| 5Y | +232.3% | +70.8% | +161.4% | +203.2% |
| All | +550.0% | -78.4% | +628.4% | +456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling