+626.9%
CEG vs LNG
+156.2%
+470.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.3% | -6.7% | +8.1% | +3.6% |
| 30D | +8.8% | +3.9% | +5.0% | +7.3% |
| 3M | +17.0% | +15.5% | +1.5% | +10.6% |
| 6M | -8.7% | +10.5% | -19.2% | -12.9% |
| YTD | -16.4% | +43.0% | -59.4% | -28.2% |
| 1Y | -1.8% | +18.9% | -20.6% | -9.4% |
| 3Y | +175.8% | +74.7% | +101.1% | +125.5% |
| All | +626.9% | +156.2% | +470.8% | +458.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling