+29.5%
CL vs LNG
+86.5%
-57.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.2% | +3.4% | -5.6% | -2.1% |
| 30D | -4.8% | +14.9% | -19.7% | -4.6% |
| 3M | +4.9% | +21.4% | -16.5% | +5.1% |
| 6M | -5.7% | +17.8% | -23.5% | -5.9% |
| YTD | +14.4% | +51.3% | -36.9% | +13.3% |
| 1Y | +8.7% | +24.4% | -15.7% | +8.5% |
| All | +29.5% | +86.5% | -57.0% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling