+22,487.2%
LNG vs CRL
+1,633.2%
+20,854.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +11.3% | +0.1% | +11.2% | +11.2% |
| 30D | +10.6% | +11.9% | -1.3% | +7.0% |
| 3M | +16.1% | +20.2% | -4.0% | +9.9% |
| 6M | +29.6% | +107.5% | -78.0% | +4.8% |
| YTD | +60.3% | +69.4% | -9.1% | +34.8% |
| 1Y | +46.1% | +99.7% | -53.6% | +16.9% |
| 3Y | +85.9% | +98.8% | -12.8% | +38.2% |
| 5Y | +210.8% | -12.4% | +223.3% | +186.1% |
| 10Y | +808.8% | +352.9% | +455.9% | +354.4% |
| All | +22,487.2% | +1,633.2% | +20,854.0% | +8,503.5% |
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