+142.3%
CI vs LNG
+561.0%
-418.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -1.3% | -4.5% | +3.1% | -0.3% |
| 30D | +3.1% | +4.7% | -1.5% | +2.0% |
| 3M | -4.5% | +15.1% | -19.7% | -7.9% |
| 6M | +8.3% | +13.6% | -5.3% | +4.3% |
| YTD | +3.8% | +44.0% | -40.2% | -5.7% |
| 1Y | -5.0% | +18.4% | -23.4% | -9.6% |
| 3Y | +5.8% | +75.9% | -70.1% | -11.0% |
| 5Y | +50.6% | +231.7% | -181.1% | +0.9% |
| All | +142.3% | +561.0% | -418.7% | +26.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling