+66.4%
CME vs LNG
+85.6%
-19.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.9% | +11.3% | -7.4% | +2.6% |
| 30D | +11.3% | +10.6% | +0.7% | +9.7% |
| 3M | +19.6% | +16.1% | +3.4% | +17.0% |
| 6M | +8.1% | +29.6% | -21.5% | +4.3% |
| YTD | +20.4% | +60.3% | -39.9% | +14.1% |
| 1Y | +16.5% | +46.1% | -29.6% | +11.2% |
| 3Y | +66.4% | +85.9% | -19.5% | +58.1% |
| All | +66.4% | +85.6% | -19.2% | +58.1% |
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