+2,953.7%
CLS vs LNG
+561.0%
+2,392.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +5.0% | -4.5% | +9.4% | +6.4% |
| 30D | +4.8% | +4.7% | +0.1% | +2.7% |
| 3M | -10.4% | +15.1% | -25.5% | -16.1% |
| 6M | +20.8% | +13.6% | +7.2% | +12.5% |
| YTD | +10.0% | +44.0% | -33.9% | -7.5% |
| 1Y | +28.5% | +18.4% | +10.2% | +16.5% |
| 3Y | +1,292.2% | +75.9% | +1,216.3% | +980.3% |
| 5Y | +3,616.8% | +231.7% | +3,385.1% | +2,027.5% |
| All | +2,953.7% | +561.0% | +2,392.7% | +1,207.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling