-31.9%
CEG vs LNG
+42.0%
-73.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.2% | -0.6% | -6.4% |
| 7D | -4.8% | -1.9% | -2.9% | -4.4% |
| 30D | -8.2% | +6.2% | -14.4% | -7.6% |
| 3M | -7.9% | +13.7% | -21.7% | -6.9% |
| 6M | -23.2% | +7.5% | -30.7% | -22.1% |
| YTD | -30.1% | +51.3% | -81.4% | -24.7% |
| 1Y | -31.9% | +42.6% | -74.5% | -26.9% |
| All | -31.9% | +42.0% | -73.9% | -26.9% |
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