+222.1%
LNG vs RUN
-81.0%
+303.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -4.7% | -3.7% | -1.0% | -4.6% |
| 30D | +3.8% | -13.0% | +16.8% | +4.2% |
| 3M | +16.2% | -31.8% | +48.0% | +17.2% |
| 6M | +11.7% | -32.2% | +43.9% | +12.3% |
| YTD | +44.2% | -53.5% | +97.7% | +46.4% |
| 1Y | +18.6% | -46.5% | +65.1% | +19.2% |
| 3Y | +77.4% | -37.6% | +115.0% | +65.5% |
| All | +222.1% | -81.0% | +303.1% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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