-49.7%
NRG vs LNG
+42.0%
-91.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -6.2% | -7.4% | -12.9% |
| 7D | -13.7% | -1.9% | -11.8% | -13.2% |
| 30D | -13.6% | +6.2% | -19.8% | -13.0% |
| 3M | -28.5% | +13.7% | -42.3% | -28.1% |
| 6M | -45.8% | +7.5% | -53.3% | -45.5% |
| YTD | -46.9% | +51.3% | -98.2% | -45.4% |
| 1Y | -49.7% | +42.6% | -92.3% | -49.3% |
| All | -49.7% | +42.0% | -91.7% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling