+51.6%
CME vs LNG
+73.1%
-21.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.6% | -6.7% | +6.1% | +0.3% |
| 30D | +4.7% | +3.9% | +0.8% | +4.1% |
| 3M | +7.8% | +15.5% | -7.7% | +5.8% |
| 6M | -11.0% | +10.5% | -21.5% | -12.2% |
| YTD | +4.0% | +43.0% | -38.9% | 0.0% |
| 1Y | +9.1% | +18.9% | -9.8% | +6.4% |
| All | +51.6% | +73.1% | -21.5% | +41.5% |
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