+19.4%
LNG vs PCOR
-19.9%
+39.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.3% | -5.4% |
| 7D | -6.2% | -6.9% | +0.8% | -6.0% |
| 30D | +8.0% | -1.5% | +9.5% | +7.9% |
| 3M | +16.9% | +18.5% | -1.6% | +16.2% |
| 6M | +8.7% | -4.7% | +13.3% | +9.2% |
| YTD | +43.0% | -22.8% | +65.8% | +44.3% |
| 1Y | +19.4% | -20.7% | +40.2% | +20.0% |
| All | +19.4% | -19.9% | +39.4% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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