+231.7%
LNG vs CRL
-38.6%
+270.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.8% |
| 7D | -4.5% | -6.9% | +2.5% | -4.0% |
| 30D | +4.7% | -3.2% | +7.9% | +4.9% |
| 3M | +15.1% | +46.5% | -31.4% | +12.2% |
| 6M | +13.6% | +63.1% | -49.6% | +9.4% |
| YTD | +44.0% | +36.9% | +7.1% | +40.5% |
| 1Y | +18.4% | +78.1% | -59.8% | +12.5% |
| 3Y | +75.9% | +36.7% | +39.2% | +66.8% |
| 5Y | +231.7% | -38.1% | +269.8% | +219.3% |
| All | +231.7% | -38.6% | +270.3% | +219.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling