+802.4%
LNG vs URI
+1,189.9%
-387.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | +10.9% | +9.3% | +1.6% | +8.1% |
| 30D | +8.1% | +7.6% | +0.5% | +5.7% |
| 3M | +15.7% | +1.0% | +14.6% | +14.8% |
| 6M | +27.2% | +19.8% | +7.4% | +19.1% |
| YTD | +60.7% | +41.9% | +18.9% | +39.7% |
| 1Y | +46.3% | +33.4% | +12.9% | +29.4% |
| 3Y | +85.6% | +156.0% | -70.4% | +26.0% |
| 5Y | +211.6% | +209.5% | +2.0% | +88.9% |
| All | +802.4% | +1,189.9% | -387.5% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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