+17,926.8%
LNG vs PBR
+1,916.3%
+16,010.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.1% |
| 7D | -4.5% | +4.2% | -8.7% | -6.0% |
| 30D | +4.7% | +22.7% | -18.1% | -3.0% |
| 3M | +15.1% | +21.5% | -6.4% | +7.1% |
| 6M | +13.6% | +24.0% | -10.4% | +4.6% |
| YTD | +44.0% | +88.2% | -44.3% | +13.9% |
| 1Y | +18.4% | +74.8% | -56.5% | -4.2% |
| 3Y | +75.9% | +105.1% | -29.3% | +30.4% |
| 5Y | +231.7% | +572.2% | -340.6% | +50.4% |
| 10Y | +549.0% | +692.7% | -143.8% | +121.9% |
| All | +17,926.8% | +1,916.3% | +16,010.5% | +4,197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling