[R-SIG-Finance] Calculating trailing returns

[Am Gut]

Dear R Users,

I am trying to calculate trailing month and annual returns with daily data.
The data is already in returns, and not in price. I have been looking for a
handy function to calculate trailing returns where I can specify the look
back period (number of lags), but have been completely unsuccessful. Can
anyone please suggest a way that I can calculate trailing returns from my
dataset of many different return streams? Any help would be greatly
appreciated.

Kind Regards,

AG

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