+28.5%
CLS vs LNG
+19.6%
+9.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.1% |
| 7D | +5.0% | -4.5% | +9.4% | +2.3% |
| 30D | +4.8% | +4.7% | +0.1% | +7.9% |
| 3M | -10.4% | +15.1% | -25.5% | -2.2% |
| 6M | +20.8% | +13.6% | +7.2% | +34.2% |
| YTD | +10.0% | +44.0% | -33.9% | +45.1% |
| 1Y | +28.5% | +18.4% | +10.2% | +52.0% |
| All | +28.5% | +19.6% | +9.0% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling