+292.7%
CLF vs LNG
+1,150.8%
-858.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.7% | +4.2% | +6.7% |
| 7D | -14.1% | -8.4% | -5.7% | -13.3% |
| 30D | -5.5% | +2.7% | -8.2% | -5.7% |
| 3M | 0.0% | +11.7% | -11.7% | -1.0% |
| 6M | +11.3% | +19.5% | -8.2% | +9.3% |
| YTD | -7.7% | +48.0% | -55.6% | -11.2% |
| 1Y | +17.5% | +38.4% | -20.8% | +13.8% |
| 3Y | -25.4% | +71.9% | -97.3% | -29.3% |
| 5Y | -46.0% | +179.9% | -225.8% | -50.9% |
| 10Y | +80.1% | +700.5% | -620.4% | +51.2% |
| All | +292.7% | +1,150.8% | -858.1% | +168.0% |
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