+75.9%
LNG vs CRL
+38.7%
+37.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -6.7% | -4.6% | -2.1% | -6.6% |
| 30D | +3.9% | +0.5% | +3.4% | +3.8% |
| 3M | +15.5% | +46.6% | -31.1% | +14.0% |
| 6M | +10.5% | +57.3% | -46.8% | +8.7% |
| YTD | +43.0% | +39.5% | +3.4% | +41.4% |
| 1Y | +18.9% | +76.9% | -58.0% | +15.5% |
| All | +75.9% | +38.7% | +37.2% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling