+800.2%
LNG vs URA
+266.3%
+534.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +11.3% | -1.5% | +12.9% | +11.6% |
| 30D | +10.6% | -10.4% | +21.0% | +13.2% |
| 3M | +16.1% | -29.6% | +45.8% | +25.1% |
| 6M | +29.6% | -40.3% | +69.8% | +44.1% |
| YTD | +60.3% | -25.5% | +85.8% | +63.7% |
| 1Y | +46.1% | -26.4% | +72.5% | +49.1% |
| 3Y | +85.9% | +31.4% | +54.5% | +47.8% |
| 5Y | +210.8% | +28.6% | +182.3% | +138.5% |
| All | +800.2% | +266.3% | +534.0% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling