+300.4%
CLF vs LNG
+1,178.8%
-878.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +7.6% | +3.4% | +4.1% | +7.3% |
| 30D | -1.2% | +14.9% | -16.1% | -2.5% |
| 3M | -13.4% | +21.4% | -34.8% | -15.0% |
| 6M | +15.4% | +17.8% | -2.4% | +13.3% |
| YTD | -5.9% | +51.3% | -57.2% | -9.6% |
| 1Y | +18.8% | +24.4% | -5.6% | +16.0% |
| 3Y | -19.4% | +79.7% | -99.1% | -23.9% |
| 5Y | -47.7% | +241.3% | -289.0% | -53.3% |
| 10Y | +130.4% | +603.1% | -472.8% | +95.1% |
| All | +300.4% | +1,178.8% | -878.5% | +172.6% |
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