+20.4%
CLF vs LNG
+45.6%
-25.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +10.4% | +11.3% | -0.9% | +9.5% |
| 30D | +0.6% | +10.6% | -10.1% | +0.9% |
| 3M | +4.1% | +16.1% | -12.0% | +5.4% |
| 6M | +15.1% | +29.6% | -14.4% | +18.1% |
| YTD | -4.7% | +60.3% | -65.1% | -10.1% |
| 1Y | +20.4% | +46.1% | -25.8% | +18.4% |
| All | +20.4% | +45.6% | -25.3% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling