+1,284.2%
CLS vs LNG
+73.1%
+1,211.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +20.1% | -6.7% | +26.8% | +21.0% |
| 30D | +6.0% | +3.9% | +2.2% | +5.0% |
| 3M | -10.3% | +15.5% | -25.8% | -13.8% |
| 6M | +24.5% | +10.5% | +14.0% | +19.5% |
| YTD | +12.9% | +43.0% | -30.1% | -3.6% |
| 1Y | +36.7% | +18.9% | +17.8% | +27.5% |
| All | +1,284.2% | +73.1% | +1,211.2% | +1,127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling