+10.3%
CAT vs LNG
+46.0%
-35.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.8% |
| 7D | +9.3% | +10.9% | -1.6% | +11.0% |
| 30D | -21.5% | +8.1% | -29.6% | -20.1% |
| 3M | -29.1% | +15.7% | -44.8% | -26.8% |
| 6M | -33.4% | +27.2% | -60.6% | -29.6% |
| YTD | +6.6% | +60.7% | -54.1% | +9.2% |
| All | +10.3% | +46.0% | -35.7% | +12.1% |
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 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