+180.6%
CEG vs LNG
+76.4%
+104.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.8% |
| 7D | +6.7% | -6.2% | +12.8% | +8.9% |
| 30D | +11.0% | +8.0% | +3.0% | +7.9% |
| 3M | +19.5% | +16.9% | +2.6% | +12.2% |
| 6M | -5.9% | +8.7% | -14.5% | -9.8% |
| YTD | -15.0% | +43.0% | -58.0% | -29.0% |
| 1Y | +0.6% | +19.4% | -18.8% | -8.0% |
| 3Y | +180.6% | +74.7% | +105.9% | +136.0% |
| All | +180.6% | +76.4% | +104.2% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling