+8,195.1%
LNG vs URA
-31.1%
+8,226.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +3.4% | +1.1% | +2.3% | +2.9% |
| 30D | +14.9% | +7.4% | +7.5% | +11.1% |
| 3M | +21.4% | -8.4% | +29.8% | +23.1% |
| 6M | +17.8% | -12.7% | +30.5% | +18.9% |
| YTD | +51.3% | +7.8% | +43.5% | +37.8% |
| 1Y | +24.4% | +19.5% | +5.0% | +5.2% |
| 3Y | +79.7% | +116.4% | -36.7% | +7.5% |
| 5Y | +241.3% | +134.3% | +107.0% | +79.0% |
| 10Y | +603.1% | +359.3% | +243.9% | +118.9% |
| All | +8,195.1% | -31.1% | +8,226.2% | +7,750.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling