+1,026.7%
CDNS vs LNG
+561.0%
+465.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -6.5% | -4.5% | -2.1% | -5.6% |
| 30D | -13.0% | +4.7% | -17.7% | -14.0% |
| 3M | -26.0% | +15.1% | -41.2% | -28.7% |
| 6M | -2.8% | +13.6% | -16.4% | -6.8% |
| YTD | -8.8% | +44.0% | -52.8% | -17.7% |
| 1Y | -15.8% | +18.4% | -34.2% | -20.3% |
| 3Y | +19.7% | +75.9% | -56.1% | +1.5% |
| 5Y | +70.8% | +231.7% | -160.9% | +18.8% |
| All | +1,026.7% | +561.0% | +465.7% | +546.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling