-19.7%
CDNS vs LNG
+18.9%
-38.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.2% |
| 7D | -6.5% | -4.5% | -2.1% | -7.1% |
| 30D | -13.0% | +4.7% | -17.7% | -12.4% |
| 3M | -26.0% | +15.1% | -41.2% | -24.9% |
| 6M | -2.8% | +13.6% | -16.4% | -3.3% |
| YTD | -8.8% | +44.0% | -52.8% | -8.1% |
| All | -19.7% | +18.9% | -38.6% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling