+1,084.9%
LNG vs CAPR
-99.0%
+1,183.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | -0.2% |
| 7D | +11.3% | +5.9% | +5.4% | +11.2% |
| 30D | +10.6% | +44.6% | -34.0% | +10.0% |
| 3M | +16.1% | +126.4% | -110.2% | +14.6% |
| 6M | +29.6% | -68.6% | +98.1% | +30.0% |
| YTD | +60.3% | -67.0% | +127.3% | +60.6% |
| 1Y | +46.1% | +65.2% | -19.1% | +39.7% |
| 3Y | +85.9% | +235.6% | -149.6% | +72.2% |
| 5Y | +210.8% | +175.4% | +35.4% | +186.5% |
| 10Y | +808.8% | -65.0% | +873.8% | +705.8% |
| All | +1,084.9% | -99.0% | +1,183.9% | +965.7% |
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