+593.1%
CEG vs LNG
+187.3%
+405.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | +12.1% | +11.3% | +0.8% | +8.2% |
| 30D | +0.2% | +10.6% | -10.4% | -3.2% |
| 3M | +0.7% | +16.1% | -15.4% | -4.4% |
| 6M | +2.2% | +29.6% | -27.3% | -7.1% |
| YTD | -20.3% | +60.3% | -80.7% | -34.1% |
| 1Y | -16.1% | +46.1% | -62.2% | -28.1% |
| 3Y | +134.7% | +85.9% | +48.7% | +87.9% |
| All | +593.1% | +187.3% | +405.8% | +412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling