+726.7%
LNG vs PR
+65.1%
+661.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.8% |
| 7D | -5.5% | -9.5% | +4.0% | -3.7% |
| 30D | +5.7% | -5.7% | +11.4% | +7.0% |
| 3M | +10.7% | +3.0% | +7.7% | +10.1% |
| 6M | +23.1% | +11.8% | +11.2% | +20.4% |
| YTD | +52.4% | +58.5% | -6.1% | +40.1% |
| 1Y | +40.0% | +69.9% | -29.8% | +27.0% |
| 3Y | +76.0% | +84.9% | -8.9% | +55.1% |
| 5Y | +194.7% | +246.4% | -51.8% | +128.1% |
| 10Y | +726.7% | +70.3% | +656.4% | +527.1% |
| All | +726.7% | +65.1% | +661.6% | +527.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling