+1,018.1%
LNG vs CAPR
-99.1%
+1,117.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | +3.4% | -2.0% | +5.4% | +3.4% |
| 30D | +14.9% | +139.2% | -124.3% | +13.4% |
| 3M | +21.4% | -66.4% | +87.8% | +21.9% |
| 6M | +17.8% | -63.1% | +80.9% | +18.1% |
| YTD | +51.3% | -67.4% | +118.7% | +51.8% |
| 1Y | +24.4% | +58.2% | -33.8% | +19.1% |
| 3Y | +79.7% | +42.2% | +37.5% | +68.7% |
| 5Y | +241.3% | +87.3% | +154.1% | +216.7% |
| 10Y | +603.1% | -75.3% | +678.4% | +526.6% |
| All | +1,018.1% | -99.1% | +1,117.2% | +907.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling