+207.0%
C vs LNG
+811.3%
-604.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +4.2% | +11.3% | -7.2% | -0.1% |
| 30D | +2.0% | +10.6% | -8.7% | -2.5% |
| 3M | -10.1% | +16.1% | -26.2% | -16.0% |
| 6M | +1.0% | +29.6% | -28.6% | -10.6% |
| YTD | +8.5% | +60.3% | -51.9% | -13.8% |
| 1Y | +25.7% | +46.1% | -20.4% | +3.9% |
| 3Y | +216.0% | +85.9% | +130.1% | +129.4% |
| 5Y | +112.3% | +210.8% | -98.5% | +12.6% |
| All | +207.0% | +811.3% | -604.3% | -7.1% |
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