+8,570.0%
LNG vs URA
-49.7%
+8,619.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.2% |
| 7D | +4.5% | +2.9% | +1.6% | +3.3% |
| 30D | +8.0% | -10.8% | +18.9% | +12.2% |
| 3M | +15.0% | -25.5% | +40.5% | +26.4% |
| 6M | +27.1% | -41.2% | +68.3% | +50.2% |
| YTD | +58.1% | -21.3% | +79.4% | +60.3% |
| 1Y | +45.0% | -25.7% | +70.7% | +49.4% |
| 3Y | +82.6% | +43.1% | +39.6% | +28.3% |
| 5Y | +206.8% | +35.6% | +171.3% | +107.7% |
| 10Y | +796.3% | +281.3% | +515.0% | +185.4% |
| All | +8,570.0% | -49.7% | +8,619.6% | +9,028.6% |
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