+6,331.3%
CI vs LNG
+1,255.2%
+5,076.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +1.2% | +11.3% | -10.2% | +0.8% |
| 30D | +2.6% | +10.6% | -8.1% | +2.2% |
| 3M | +7.4% | +16.1% | -8.7% | +6.8% |
| 6M | -0.1% | +29.6% | -29.7% | -1.1% |
| YTD | +9.7% | +60.3% | -50.6% | +7.8% |
| 1Y | +12.1% | +46.1% | -34.0% | +10.5% |
| 3Y | +7.0% | +85.9% | -78.9% | +4.4% |
| 5Y | +49.7% | +210.8% | -161.1% | +43.2% |
| 10Y | +147.2% | +808.8% | -661.6% | +128.0% |
| All | +6,331.3% | +1,255.2% | +5,076.1% | +5,160.5% |
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