-19.8%
CEG vs LNG
+47.4%
-67.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.6% |
| 7D | +17.8% | +10.9% | +6.9% | +16.8% |
| 30D | -4.5% | +8.1% | -12.6% | -4.6% |
| 3M | +1.5% | +15.7% | -14.2% | +1.8% |
| 6M | -3.5% | +27.2% | -30.8% | -2.5% |
| YTD | -19.7% | +60.7% | -80.4% | -14.2% |
| 1Y | -19.8% | +46.3% | -66.1% | -14.4% |
| All | -19.8% | +47.4% | -67.1% | -14.4% |
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 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