+21,213.8%
LNG vs CRL
+1,379.5%
+19,834.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.8% |
| 7D | +3.4% | -1.0% | +4.5% | +3.7% |
| 30D | +14.9% | +10.7% | +4.2% | +11.7% |
| 3M | +21.4% | +55.3% | -33.9% | +7.1% |
| 6M | +17.8% | +60.7% | -42.8% | +1.4% |
| YTD | +51.3% | +44.6% | +6.7% | +33.3% |
| 1Y | +24.4% | +77.7% | -53.3% | +2.5% |
| 3Y | +79.7% | +37.6% | +42.0% | +48.9% |
| 5Y | +241.3% | -35.8% | +277.1% | +244.2% |
| 10Y | +603.1% | +241.7% | +361.4% | +282.8% |
| All | +21,213.8% | +1,379.5% | +19,834.3% | +8,410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling