+726.6%
LNG vs PR
+169.5%
+557.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +3.4% | +2.9% | +0.5% | +2.9% |
| 30D | +14.9% | +18.0% | -3.2% | +11.4% |
| 3M | +21.4% | +16.9% | +4.5% | +17.9% |
| 6M | +17.8% | +28.2% | -10.4% | +12.6% |
| YTD | +51.3% | +69.3% | -18.0% | +37.5% |
| 1Y | +24.4% | +69.5% | -45.1% | +12.8% |
| 3Y | +79.7% | +81.7% | -2.0% | +58.7% |
| 5Y | +241.3% | +422.2% | -180.9% | +148.6% |
| 10Y | +603.1% | +110.4% | +492.8% | +440.8% |
| All | +726.6% | +169.5% | +557.1% | +535.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling