-10.1%
CEG vs LNG
+19.6%
-29.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.6% |
| 7D | +0.3% | -4.5% | +4.8% | -0.2% |
| 30D | +2.9% | +4.7% | -1.8% | +3.6% |
| 3M | +18.2% | +15.1% | +3.1% | +20.9% |
| 6M | -9.5% | +13.6% | -23.1% | -5.2% |
| YTD | -18.7% | +44.0% | -62.6% | -5.0% |
| 1Y | -10.1% | +18.4% | -28.5% | -14.6% |
| All | -10.1% | +19.6% | -29.7% | -14.6% |
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