+83.5%
CLF vs LNG
+724.9%
-641.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +3.3% |
| 7D | -9.1% | -5.5% | -3.6% | -5.9% |
| 30D | -0.9% | +5.7% | -6.7% | -3.7% |
| 3M | +3.0% | +10.7% | -7.8% | -2.8% |
| 6M | +16.7% | +23.1% | -6.4% | +2.8% |
| YTD | -3.2% | +52.4% | -55.6% | -26.2% |
| 1Y | +24.6% | +40.0% | -15.4% | -0.4% |
| 3Y | -22.3% | +76.0% | -98.3% | -47.4% |
| 5Y | -41.2% | +194.7% | -235.9% | -72.9% |
| 10Y | +83.5% | +726.7% | -643.2% | -53.4% |
| All | +83.5% | +724.9% | -641.4% | -53.4% |
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