+203.9%
CAT vs LNG
+76.4%
+127.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.7% |
| 7D | +5.6% | -6.2% | +11.7% | +6.3% |
| 30D | -2.3% | +8.0% | -10.3% | -3.4% |
| 3M | -10.0% | +16.9% | -26.9% | -12.2% |
| 6M | +21.2% | +8.7% | +12.6% | +18.6% |
| YTD | +44.4% | +43.0% | +1.4% | +31.4% |
| 1Y | +96.3% | +19.4% | +76.9% | +87.3% |
| 3Y | +203.9% | +74.7% | +129.2% | +146.3% |
| All | +203.9% | +76.4% | +127.5% | +146.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling