+77.4%
LNG vs CRS
+612.2%
-534.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -4.7% | -6.8% | +2.1% | -4.1% |
| 30D | +3.8% | -16.1% | +19.9% | +5.2% |
| 3M | +16.2% | -21.2% | +37.3% | +18.0% |
| 6M | +11.7% | +8.7% | +3.0% | +9.5% |
| YTD | +44.2% | +41.0% | +3.2% | +36.2% |
| 1Y | +18.6% | +82.7% | -64.1% | +7.1% |
| 3Y | +77.4% | +604.8% | -527.4% | +37.3% |
| All | +77.4% | +612.2% | -534.8% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling