+550.0%
LNG vs CRL
+256.1%
+293.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | -4.7% | -3.5% | -1.1% | -4.1% |
| 30D | +3.8% | -2.1% | +6.0% | +4.1% |
| 3M | +16.2% | +48.0% | -31.8% | +7.7% |
| 6M | +11.7% | +64.7% | -53.0% | +0.5% |
| YTD | +44.2% | +39.5% | +4.7% | +33.5% |
| 1Y | +18.6% | +74.2% | -55.6% | +4.1% |
| 3Y | +77.4% | +39.4% | +38.0% | +55.3% |
| 5Y | +232.3% | -36.9% | +269.2% | +261.3% |
| All | +550.0% | +256.1% | +293.9% | +256.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling