+5,984.0%
CI vs LNG
+1,178.8%
+4,805.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +1.3% | +3.4% | -2.1% | +1.2% |
| 30D | +4.4% | +14.9% | -10.4% | +3.9% |
| 3M | +0.7% | +21.4% | -20.7% | 0.0% |
| 6M | +0.3% | +17.8% | -17.5% | -0.3% |
| YTD | +3.8% | +51.3% | -47.5% | +2.3% |
| 1Y | -5.5% | +24.4% | -29.9% | -6.3% |
| 3Y | +8.1% | +79.7% | -71.6% | +5.7% |
| 5Y | +42.8% | +241.3% | -198.5% | +36.3% |
| 10Y | +143.9% | +603.1% | -459.2% | +126.6% |
| All | +5,984.0% | +1,178.8% | +4,805.2% | +4,888.8% |
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