+2,377.9%
CL vs LNG
+1,178.8%
+1,199.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.2% | +3.4% | -5.6% | -2.2% |
| 30D | -4.8% | +14.9% | -19.7% | -5.0% |
| 3M | +4.9% | +21.4% | -16.5% | +4.6% |
| 6M | -5.7% | +17.8% | -23.5% | -6.0% |
| YTD | +14.4% | +51.3% | -36.9% | +13.6% |
| 1Y | +8.7% | +24.4% | -15.7% | +8.3% |
| 3Y | +30.0% | +79.7% | -49.7% | +28.5% |
| 5Y | +28.4% | +241.3% | -213.0% | +25.4% |
| 10Y | +50.1% | +603.1% | -553.0% | +44.4% |
| All | +2,377.9% | +1,178.8% | +1,199.0% | +2,161.8% |
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