+127.6%
CLF vs LNG
+543.8%
-416.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | -6.7% | +4.1% | +0.9% |
| 30D | -3.2% | +3.9% | -7.1% | -5.5% |
| 3M | -5.0% | +15.5% | -20.5% | -13.3% |
| 6M | +26.6% | +10.5% | +16.1% | +16.0% |
| YTD | -9.0% | +43.0% | -51.9% | -28.2% |
| 1Y | +11.8% | +18.9% | -7.0% | -2.2% |
| 3Y | -15.1% | +74.7% | -89.7% | -42.7% |
| 5Y | -48.2% | +231.2% | -279.4% | -78.2% |
| 10Y | +127.6% | +544.5% | -416.9% | -32.7% |
| All | +127.6% | +543.8% | -416.2% | -32.7% |
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 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