+686.8%
LNG vs PR
+152.6%
+534.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -15.9% | -16.4% | +0.6% | -13.0% |
| 30D | +2.1% | -1.9% | +4.0% | +2.6% |
| 3M | +4.8% | +8.0% | -3.1% | +3.3% |
| 6M | +6.8% | +4.1% | +2.7% | +5.9% |
| YTD | +44.0% | +58.7% | -14.7% | +32.5% |
| 1Y | +34.9% | +75.8% | -40.9% | +21.8% |
| 3Y | +67.3% | +73.2% | -5.8% | +49.2% |
| 5Y | +170.1% | +230.1% | -60.0% | +111.1% |
| 10Y | +693.0% | +67.4% | +625.7% | +508.7% |
| All | +686.8% | +152.6% | +534.3% | +512.1% |
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 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