+18.4%
LNG vs CAPR
+26.9%
-8.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.7% |
| 7D | -4.5% | -10.6% | +6.1% | -4.5% |
| 30D | +4.7% | +111.2% | -106.5% | +4.6% |
| 3M | +15.1% | -67.2% | +82.4% | +15.1% |
| 6M | +13.6% | -75.1% | +88.7% | +13.5% |
| YTD | +44.0% | -71.2% | +115.2% | +43.8% |
| 1Y | +18.4% | +31.1% | -12.8% | +18.5% |
| All | +18.4% | +26.9% | -8.5% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling