+4,462.8%
CNC vs LNG
+64,796.6%
-60,333.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | -3.9% | -4.5% | +0.6% | -3.4% |
| 30D | +0.8% | +4.7% | -3.9% | +0.4% |
| 3M | +0.1% | +15.1% | -15.1% | -1.3% |
| 6M | +79.7% | +13.6% | +66.1% | +77.2% |
| YTD | +58.9% | +44.0% | +15.0% | +53.4% |
| 1Y | +109.1% | +18.4% | +90.8% | +105.4% |
| 3Y | 0.0% | +75.9% | -75.9% | -6.1% |
| 5Y | +9.5% | +231.7% | -222.2% | -4.1% |
| 10Y | +95.7% | +549.0% | -453.3% | +59.2% |
| All | +4,462.8% | +64,796.6% | -60,333.8% | +2,861.8% |
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