-17.9%
CLS vs LNG
+45.6%
-63.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.5% |
| 7D | +16.3% | +11.3% | +5.0% | +20.4% |
| 30D | -25.7% | +10.6% | -36.3% | -21.8% |
| 3M | -30.9% | +16.1% | -47.0% | -25.1% |
| 6M | -35.5% | +29.6% | -65.0% | -26.0% |
| YTD | -18.7% | +60.3% | -79.0% | +12.5% |
| 1Y | -17.9% | +46.1% | -64.0% | +16.9% |
| All | -17.9% | +45.6% | -63.5% | +16.9% |
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 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