+74.7%
LNG vs CAPR
+42.0%
+32.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.6% | -1.9% | -5.5% |
| 7D | -6.2% | -9.5% | +3.3% | -6.1% |
| 30D | +8.0% | +121.5% | -113.5% | +7.8% |
| 3M | +16.9% | -65.4% | +82.3% | +16.9% |
| 6M | +8.7% | -67.5% | +76.2% | +8.6% |
| YTD | +43.0% | -68.6% | +111.6% | +42.9% |
| 1Y | +19.4% | +42.7% | -23.2% | +19.2% |
| 3Y | +74.7% | +43.4% | +31.4% | +77.1% |
| All | +74.7% | +42.0% | +32.7% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling