+37.6%
CL vs LNG
+64.7%
-27.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | +1.3% | -15.9% | +17.2% | +1.0% |
| 30D | +11.4% | +2.1% | +9.2% | +11.3% |
| 3M | +4.4% | +4.8% | -0.4% | +4.4% |
| 6M | +10.8% | +6.8% | +4.0% | +10.6% |
| YTD | +25.1% | +44.0% | -18.9% | +23.5% |
| 1Y | +28.0% | +34.9% | -7.0% | +26.7% |
| 3Y | +37.6% | +67.3% | -29.7% | +35.0% |
| All | +37.6% | +64.7% | -27.0% | +35.0% |
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