-46.0%
CLF vs LNG
+175.6%
-221.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.7% | +4.2% | +6.0% |
| 7D | -14.1% | -8.4% | -5.7% | -11.1% |
| 30D | -5.5% | +2.7% | -8.2% | -6.3% |
| 3M | 0.0% | +11.7% | -11.7% | -3.9% |
| 6M | +11.3% | +19.5% | -8.2% | +3.4% |
| YTD | -7.7% | +48.0% | -55.6% | -23.2% |
| 1Y | +17.5% | +38.4% | -20.8% | +0.5% |
| 3Y | -25.4% | +71.9% | -97.3% | -43.2% |
| 5Y | -46.0% | +179.9% | -225.8% | -67.1% |
| All | -46.0% | +175.6% | -221.6% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling