+1,489.3%
NRG vs LNG
+9,571.4%
-8,082.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.7% | -4.7% | 0.0% | -4.0% |
| 30D | -6.0% | +3.8% | -9.8% | -6.5% |
| 3M | -8.0% | +16.2% | -24.1% | -10.1% |
| 6M | -23.2% | +11.7% | -34.9% | -24.7% |
| YTD | -28.1% | +44.2% | -72.3% | -32.2% |
| 1Y | -27.3% | +18.6% | -45.8% | -29.5% |
| 3Y | +208.7% | +77.4% | +131.2% | +182.3% |
| 5Y | +197.7% | +232.3% | -34.6% | +146.8% |
| 10Y | +1,103.3% | +550.1% | +553.2% | +797.7% |
| All | +1,489.3% | +9,571.4% | -8,082.1% | +735.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling