+54.5%
USAR vs LNG
+86.7%
-32.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -11.6% | -4.7% | -7.0% | -12.0% |
| 30D | -15.5% | +3.8% | -19.3% | -15.2% |
| 3M | -31.0% | +16.2% | -47.2% | -30.4% |
| 6M | -26.2% | +11.7% | -37.9% | -26.1% |
| YTD | +30.8% | +44.2% | -13.5% | +26.5% |
| 1Y | +7.1% | +18.6% | -11.5% | +5.8% |
| 3Y | +53.0% | +77.4% | -24.4% | +51.3% |
| All | +54.5% | +86.7% | -32.2% | +52.9% |
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