+231.2%
LNG vs URA
+132.7%
+98.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -6.7% | +5.7% | -12.5% | -7.6% |
| 30D | +3.9% | +5.6% | -1.7% | +2.7% |
| 3M | +15.5% | +6.2% | +9.3% | +13.5% |
| 6M | +10.5% | -8.2% | +18.8% | +10.5% |
| YTD | +43.0% | +9.7% | +33.3% | +36.2% |
| 1Y | +18.9% | +17.0% | +1.9% | +9.6% |
| 3Y | +74.7% | +118.5% | -43.8% | +29.6% |
| 5Y | +231.2% | +134.3% | +96.9% | +128.8% |
| All | +231.2% | +132.7% | +98.5% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling