+9,141.8%
CAT vs LNG
+1,150.8%
+7,991.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.7% | +4.5% | +7.1% |
| 7D | -2.4% | -8.4% | +6.0% | -1.9% |
| 30D | -25.0% | +2.7% | -27.7% | -25.2% |
| 3M | -28.7% | +11.7% | -40.5% | -29.2% |
| 6M | -33.0% | +19.5% | -52.5% | -33.8% |
| YTD | +5.4% | +48.0% | -42.5% | +2.9% |
| 1Y | +7.3% | +38.4% | -31.1% | +5.0% |
| 3Y | +166.0% | +71.9% | +94.2% | +156.9% |
| 5Y | +210.1% | +179.9% | +30.2% | +191.2% |
| 10Y | +712.5% | +700.5% | +12.0% | +622.3% |
| All | +9,141.8% | +1,150.8% | +7,991.1% | +6,738.2% |
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 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