+78.7%
CME vs LNG
+229.3%
-150.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.4% | -4.5% | +2.1% | -1.8% |
| 30D | +6.2% | +4.7% | +1.5% | +5.5% |
| 3M | +4.4% | +15.1% | -10.8% | +2.4% |
| 6M | -9.6% | +13.6% | -23.2% | -11.3% |
| YTD | +3.8% | +44.0% | -40.2% | -0.9% |
| 1Y | +9.5% | +18.4% | -8.8% | +6.9% |
| 3Y | +51.9% | +75.9% | -23.9% | +40.3% |
| 5Y | +78.7% | +231.7% | -153.0% | +50.9% |
| All | +78.7% | +229.3% | -150.6% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling