+57.3%
CL vs LNG
+543.8%
-486.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.3% | -6.7% | +4.4% | -1.9% |
| 30D | -5.5% | +3.9% | -9.4% | -5.7% |
| 3M | +0.8% | +15.5% | -14.7% | 0.0% |
| 6M | -4.2% | +10.5% | -14.7% | -5.0% |
| YTD | +13.4% | +43.0% | -29.5% | +10.6% |
| 1Y | +7.1% | +18.9% | -11.8% | +5.6% |
| 3Y | +29.0% | +74.7% | -45.6% | +23.4% |
| 5Y | +28.3% | +231.2% | -202.9% | +14.6% |
| 10Y | +57.3% | +544.5% | -487.2% | +32.6% |
| All | +57.3% | +543.8% | -486.5% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling