+86.4%
LNG vs PR
+93.4%
-7.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.9% |
| 7D | +10.9% | +6.7% | +4.2% | +8.4% |
| 30D | +8.1% | -6.1% | +14.2% | +10.7% |
| 3M | +15.7% | +6.9% | +8.8% | +12.9% |
| 6M | +27.2% | +14.6% | +12.6% | +21.0% |
| YTD | +60.7% | +66.1% | -5.4% | +36.9% |
| 1Y | +46.3% | +77.0% | -30.7% | +22.0% |
| All | +86.4% | +93.4% | -7.0% | +51.3% |
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