+1,065.2%
NRG vs LNG
+562.2%
+503.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.7% | -4.7% | 0.0% | -3.1% |
| 30D | -6.0% | +3.8% | -9.8% | -7.4% |
| 3M | -8.0% | +16.2% | -24.1% | -13.4% |
| 6M | -23.2% | +11.7% | -34.9% | -27.2% |
| YTD | -28.1% | +44.2% | -72.3% | -38.4% |
| 1Y | -27.3% | +18.6% | -45.8% | -33.0% |
| 3Y | +208.7% | +77.4% | +131.2% | +144.4% |
| 5Y | +197.7% | +232.3% | -34.6% | +77.3% |
| All | +1,065.2% | +562.2% | +503.0% | +378.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling