+73.1%
LNG vs CRBG
+117.3%
-44.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.1% |
| 7D | -4.7% | +0.6% | -5.3% | -4.8% |
| 30D | +3.8% | +2.6% | +1.2% | +3.2% |
| 3M | +16.2% | +24.0% | -7.8% | +10.6% |
| 6M | +11.7% | +50.5% | -38.8% | +0.9% |
| YTD | +44.2% | +17.1% | +27.1% | +38.6% |
| 1Y | +18.6% | +5.9% | +12.7% | +16.8% |
| 3Y | +77.4% | +122.7% | -45.3% | +40.1% |
| All | +73.1% | +117.3% | -44.2% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling