+210.1%
CAT vs LNG
+175.6%
+34.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.7% | +4.5% | +6.6% |
| 7D | -2.4% | -8.4% | +6.0% | -0.6% |
| 30D | -25.0% | +2.7% | -27.7% | -25.7% |
| 3M | -28.7% | +11.7% | -40.5% | -30.8% |
| 6M | -33.0% | +19.5% | -52.5% | -36.3% |
| YTD | +5.4% | +48.0% | -42.5% | -7.1% |
| 1Y | +7.3% | +38.4% | -31.1% | -3.7% |
| 3Y | +166.0% | +71.9% | +94.2% | +118.8% |
| 5Y | +210.1% | +179.9% | +30.2% | +119.7% |
| All | +210.1% | +175.6% | +34.5% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling