+2,610.7%
CL vs LNG
+1,117.3%
+1,493.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | +1.3% | -15.9% | +17.2% | +1.6% |
| 30D | +11.4% | +2.1% | +9.2% | +11.3% |
| 3M | +4.4% | +4.8% | -0.4% | +4.3% |
| 6M | +10.8% | +6.8% | +4.0% | +10.6% |
| YTD | +25.1% | +44.0% | -18.9% | +24.3% |
| 1Y | +28.0% | +34.9% | -7.0% | +27.2% |
| 3Y | +37.6% | +67.3% | -29.7% | +36.2% |
| 5Y | +39.7% | +170.1% | -130.4% | +37.0% |
| 10Y | +75.8% | +693.0% | -617.2% | +68.9% |
| All | +2,610.7% | +1,117.3% | +1,493.4% | +2,375.6% |
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 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