+318.6%
CLF vs LNG
+1,258.4%
-939.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | +16.0% | +10.9% | +5.0% | +14.9% |
| 30D | +1.6% | +8.1% | -6.5% | +1.0% |
| 3M | +6.7% | +15.7% | -9.0% | +5.3% |
| 6M | +21.1% | +27.2% | -6.1% | +18.4% |
| YTD | -1.6% | +60.7% | -62.3% | -6.0% |
| 1Y | +18.5% | +46.3% | -27.8% | +14.1% |
| 3Y | -21.0% | +85.6% | -106.6% | -25.6% |
| 5Y | -41.4% | +211.6% | -253.0% | -47.3% |
| 10Y | +86.5% | +810.9% | -724.4% | +55.0% |
| All | +318.6% | +1,258.4% | -939.8% | +183.6% |
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