+532.2%
LNG vs PR
+101.2%
+431.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.7% |
| 7D | -6.2% | -0.6% | -5.6% | -6.1% |
| 30D | +8.0% | +17.4% | -9.4% | +4.8% |
| 3M | +16.9% | +21.8% | -4.8% | +12.7% |
| 6M | +8.7% | +27.6% | -18.9% | +3.9% |
| YTD | +43.0% | +71.4% | -28.4% | +29.6% |
| 1Y | +19.4% | +78.3% | -58.9% | +7.2% |
| 3Y | +74.7% | +85.5% | -10.8% | +53.6% |
| 5Y | +222.4% | +422.7% | -200.2% | +134.1% |
| 10Y | +532.2% | +87.1% | +445.1% | +373.1% |
| All | +532.2% | +101.2% | +431.0% | +373.1% |
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