+193.5%
NRG vs LNG
+228.1%
-34.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.7% | -4.7% | 0.0% | -3.4% |
| 30D | -6.0% | +3.8% | -9.8% | -7.2% |
| 3M | -8.0% | +16.2% | -24.1% | -12.4% |
| 6M | -23.2% | +11.7% | -34.9% | -26.5% |
| YTD | -28.1% | +44.2% | -72.3% | -37.1% |
| 1Y | -27.3% | +18.6% | -45.8% | -32.1% |
| 3Y | +208.7% | +77.4% | +131.2% | +158.5% |
| All | +193.5% | +228.1% | -34.7% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling