+24.4%
LNG vs CRL
+78.8%
-54.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.3% |
| 7D | +3.4% | -1.0% | +4.5% | +3.4% |
| 30D | +14.9% | +10.7% | +4.2% | +15.5% |
| 3M | +21.4% | +55.3% | -33.9% | +24.9% |
| 6M | +17.8% | +60.7% | -42.8% | +22.5% |
| YTD | +51.3% | +44.6% | +6.7% | +55.8% |
| 1Y | +24.4% | +77.7% | -53.3% | +30.1% |
| All | +24.4% | +78.8% | -54.4% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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