+231.2%
LNG vs CAPR
+76.3%
+154.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | 0.0% |
| 7D | -6.7% | -12.6% | +5.9% | -6.7% |
| 30D | +3.9% | +124.4% | -120.6% | +3.2% |
| 3M | +15.5% | -66.8% | +82.3% | +15.7% |
| 6M | +10.5% | -71.8% | +82.3% | +10.8% |
| YTD | +43.0% | -70.1% | +113.0% | +43.2% |
| 1Y | +18.9% | +33.3% | -14.5% | +16.5% |
| 3Y | +74.7% | +36.7% | +37.9% | +60.5% |
| 5Y | +231.2% | +72.5% | +158.8% | +178.1% |
| All | +231.2% | +76.3% | +154.9% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling