+6.8%
CAT vs LNG
+45.3%
-38.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.8% | +3.5% |
| 7D | +1.7% | +4.5% | -2.8% | +2.3% |
| 30D | -24.6% | +8.0% | -32.6% | -23.2% |
| 3M | -28.5% | +15.0% | -43.5% | -26.2% |
| 6M | -34.8% | +27.1% | -61.9% | -31.2% |
| YTD | +5.9% | +58.1% | -52.2% | +7.9% |
| 1Y | +6.8% | +45.0% | -38.2% | +6.2% |
| All | +6.8% | +45.3% | -38.5% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling