+34.9%
LNG vs CRBG
+15.6%
+19.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | -15.9% | -2.1% | -13.8% | -15.9% |
| 30D | +2.1% | -0.9% | +3.0% | +2.1% |
| 3M | +4.8% | +1.0% | +3.9% | +5.0% |
| 6M | +6.8% | +23.5% | -16.7% | +8.2% |
| YTD | +44.0% | +16.0% | +28.0% | +50.8% |
| 1Y | +34.9% | +17.9% | +17.0% | +41.1% |
| All | +34.9% | +15.6% | +19.3% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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