+12,430.8%
CAT vs LNG
+1,178.8%
+11,252.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +1.7% | +3.4% | -1.7% | +1.5% |
| 30D | -6.6% | +14.9% | -21.4% | -7.3% |
| 3M | -13.3% | +21.4% | -34.7% | -14.3% |
| 6M | +11.6% | +17.8% | -6.2% | +10.4% |
| YTD | +42.9% | +51.3% | -8.3% | +39.4% |
| 1Y | +95.4% | +24.4% | +71.0% | +92.5% |
| 3Y | +196.6% | +79.7% | +116.9% | +186.0% |
| 5Y | +321.7% | +241.3% | +80.3% | +292.2% |
| 10Y | +1,140.8% | +603.1% | +537.7% | +1,009.9% |
| All | +12,430.8% | +1,178.8% | +11,252.0% | +9,168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling