+67.3%
LNG vs PR
+64.2%
+3.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.3% |
| 7D | -15.9% | -16.4% | +0.6% | -10.3% |
| 30D | +2.1% | -1.9% | +4.0% | +3.1% |
| 3M | +4.8% | +8.0% | -3.1% | +2.0% |
| 6M | +6.8% | +4.1% | +2.7% | +5.1% |
| YTD | +44.0% | +58.7% | -14.7% | +24.8% |
| 1Y | +34.9% | +75.8% | -40.9% | +13.2% |
| 3Y | +67.3% | +73.2% | -5.8% | +39.2% |
| All | +67.3% | +64.2% | +3.1% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling