-27.3%
NRG vs LNG
+19.2%
-46.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.7% | -4.7% | 0.0% | -4.8% |
| 30D | -6.0% | +3.8% | -9.8% | -5.9% |
| 3M | -8.0% | +16.2% | -24.1% | -7.3% |
| 6M | -23.2% | +11.7% | -34.9% | -22.8% |
| YTD | -28.1% | +44.2% | -72.3% | -24.5% |
| 1Y | -27.3% | +18.6% | -45.8% | -27.7% |
| All | -27.3% | +19.2% | -46.4% | -27.7% |
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