+42.7%
CI vs LNG
+222.3%
-179.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -1.1% | -6.7% | +5.6% | -0.3% |
| 30D | +0.5% | +3.9% | -3.4% | 0.0% |
| 3M | -5.2% | +15.5% | -20.7% | -6.9% |
| 6M | +4.3% | +10.5% | -6.2% | +2.6% |
| YTD | +2.8% | +43.0% | -40.2% | -2.1% |
| 1Y | -5.8% | +18.9% | -24.7% | -8.2% |
| 3Y | +4.7% | +74.7% | -69.9% | -4.5% |
| 5Y | +42.7% | +231.2% | -188.5% | +18.4% |
| All | +42.7% | +222.3% | -179.6% | +18.4% |
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