+6,464.1%
CI vs LNG
+1,188.2%
+5,275.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.4% | +2.4% |
| 7D | +2.6% | -5.5% | +8.1% | +2.8% |
| 30D | +7.3% | +5.7% | +1.6% | +7.1% |
| 3M | +9.5% | +10.7% | -1.2% | +9.1% |
| 6M | +6.4% | +23.1% | -16.6% | +5.6% |
| YTD | +12.0% | +52.4% | -40.4% | +10.3% |
| 1Y | +20.1% | +40.0% | -20.0% | +18.5% |
| 3Y | +9.6% | +76.0% | -66.5% | +7.1% |
| 5Y | +52.7% | +194.7% | -142.0% | +46.4% |
| 10Y | +150.3% | +726.7% | -576.4% | +131.5% |
| All | +6,464.1% | +1,188.2% | +5,275.8% | +5,278.5% |
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