+206.8%
LNG vs URA
+37.5%
+169.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.5% |
| 7D | +4.5% | +2.9% | +1.6% | +4.0% |
| 30D | +8.0% | -10.8% | +18.9% | +9.8% |
| 3M | +15.0% | -25.5% | +40.5% | +19.8% |
| 6M | +27.1% | -41.2% | +68.3% | +37.5% |
| YTD | +58.1% | -21.3% | +79.4% | +58.1% |
| 1Y | +45.0% | -25.7% | +70.7% | +46.4% |
| 3Y | +82.6% | +43.1% | +39.6% | +45.0% |
| 5Y | +206.8% | +35.6% | +171.3% | +136.0% |
| All | +206.8% | +37.5% | +169.3% | +136.0% |
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