+213.6%
LNG vs PR
+273.3%
-59.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.7% |
| 7D | +11.3% | +6.0% | +5.4% | +9.1% |
| 30D | +10.6% | -4.2% | +14.8% | +12.5% |
| 3M | +16.1% | +10.0% | +6.2% | +12.1% |
| 6M | +29.6% | +15.6% | +13.9% | +22.7% |
| YTD | +60.3% | +68.2% | -7.9% | +33.7% |
| 1Y | +46.1% | +79.2% | -33.1% | +19.1% |
| 3Y | +85.9% | +94.9% | -9.0% | +41.8% |
| All | +213.6% | +273.3% | -59.7% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling