+24.4%
LNG vs CRS
+102.1%
-77.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.5% |
| 7D | +3.4% | -0.2% | +3.7% | +3.4% |
| 30D | +14.9% | -16.6% | +31.5% | +13.4% |
| 3M | +21.4% | -3.5% | +24.9% | +21.0% |
| 6M | +17.8% | +15.4% | +2.4% | +19.0% |
| YTD | +51.3% | +51.2% | +0.1% | +52.4% |
| 1Y | +24.4% | +98.3% | -73.9% | +26.1% |
| All | +24.4% | +102.1% | -77.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling