+6,781.2%
CME vs LNG
+72,116.0%
-65,334.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.6% | +3.4% | -5.0% | -2.0% |
| 30D | +6.2% | +14.9% | -8.6% | +4.6% |
| 3M | +10.4% | +21.4% | -11.0% | +8.0% |
| 6M | -9.5% | +17.8% | -27.3% | -11.3% |
| YTD | +6.0% | +51.3% | -45.3% | +1.1% |
| 1Y | +9.3% | +24.4% | -15.2% | +6.4% |
| 3Y | +57.7% | +79.7% | -22.0% | +46.5% |
| 5Y | +77.7% | +241.3% | -163.6% | +52.4% |
| 10Y | +281.2% | +603.1% | -321.9% | +196.9% |
| All | +6,781.2% | +72,116.0% | -65,334.8% | +3,545.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling