+291.5%
C vs LNG
+561.0%
-269.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +0.3% | -4.5% | +4.7% | +2.0% |
| 30D | +2.0% | +4.7% | -2.7% | -0.1% |
| 3M | +4.4% | +15.1% | -10.8% | -2.4% |
| 6M | +28.3% | +13.6% | +14.8% | +19.1% |
| YTD | +20.5% | +44.0% | -23.5% | +0.6% |
| 1Y | +45.5% | +18.4% | +27.2% | +32.0% |
| 3Y | +274.0% | +75.9% | +198.2% | +178.5% |
| 5Y | +136.1% | +231.7% | -95.5% | +19.7% |
| All | +291.5% | +561.0% | -269.5% | +34.3% |
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