+85.9%
LNG vs CRL
+97.9%
-12.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +11.3% | +0.1% | +11.2% | +11.3% |
| 30D | +10.6% | +11.9% | -1.3% | +10.3% |
| 3M | +16.1% | +20.2% | -4.0% | +15.4% |
| 6M | +29.6% | +107.5% | -78.0% | +26.5% |
| YTD | +60.3% | +69.4% | -9.1% | +57.7% |
| 1Y | +46.1% | +99.7% | -53.6% | +42.2% |
| 3Y | +85.9% | +98.8% | -12.8% | +66.4% |
| All | +85.9% | +97.9% | -12.0% | +66.4% |
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