+1,108.4%
LNG vs CRS
+6,178.9%
-5,070.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -6.7% | -0.5% | -6.2% | -6.5% |
| 30D | +3.9% | -18.1% | +22.0% | +11.3% |
| 3M | +15.5% | -12.4% | +27.9% | +19.5% |
| 6M | +10.5% | +15.9% | -5.4% | +1.1% |
| YTD | +43.0% | +45.8% | -2.9% | +19.0% |
| 1Y | +18.9% | +87.8% | -68.9% | -12.0% |
| 3Y | +74.7% | +648.7% | -574.1% | -29.7% |
| 5Y | +231.2% | +1,416.6% | -1,185.4% | -6.5% |
| 10Y | +544.5% | +1,412.7% | -868.2% | +43.5% |
| All | +1,108.4% | +6,178.9% | -5,070.5% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling