+77.4%
LNG vs PBR
+99.7%
-22.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -4.7% | +5.4% | -10.0% | -6.1% |
| 30D | +3.8% | +22.9% | -19.1% | -2.2% |
| 3M | +16.2% | +19.6% | -3.5% | +10.2% |
| 6M | +11.7% | +16.5% | -4.8% | +7.0% |
| YTD | +44.2% | +86.7% | -42.4% | +23.7% |
| 1Y | +18.6% | +74.7% | -56.1% | +3.0% |
| 3Y | +77.4% | +102.6% | -25.2% | +40.8% |
| All | +77.4% | +99.7% | -22.3% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling