+24.4%
LNG vs PBR
+70.4%
-46.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.1% |
| 7D | +3.4% | +8.6% | -5.2% | +0.3% |
| 30D | +14.9% | +12.8% | +2.1% | +9.7% |
| 3M | +21.4% | +14.7% | +6.7% | +15.2% |
| 6M | +17.8% | +25.2% | -7.4% | +10.9% |
| YTD | +51.3% | +77.1% | -25.9% | +33.2% |
| 1Y | +24.4% | +69.6% | -45.1% | +10.1% |
| All | +24.4% | +70.4% | -46.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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