+544.5%
LNG vs URI
+1,196.9%
-652.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.4% |
| 7D | -6.7% | +5.0% | -11.7% | -8.0% |
| 30D | +3.9% | -9.4% | +13.3% | +6.6% |
| 3M | +15.5% | -5.8% | +21.3% | +16.6% |
| 6M | +10.5% | +25.8% | -15.3% | +1.0% |
| YTD | +43.0% | +27.9% | +15.1% | +28.7% |
| 1Y | +18.9% | +9.7% | +9.2% | +11.8% |
| 3Y | +74.7% | +128.0% | -53.3% | +23.7% |
| 5Y | +231.2% | +212.4% | +18.8% | +101.0% |
| 10Y | +544.5% | +1,271.8% | -727.3% | +123.8% |
| All | +544.5% | +1,196.9% | -652.4% | +123.8% |
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