+336.7%
COP vs LNG
+811.3%
-474.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +4.4% | +11.3% | -6.9% | -3.1% |
| 30D | 0.0% | +10.6% | -10.7% | -7.1% |
| 3M | +15.0% | +16.1% | -1.1% | +2.9% |
| 6M | +22.0% | +29.6% | -7.5% | +1.0% |
| YTD | +55.3% | +60.3% | -5.0% | +10.3% |
| 1Y | +64.1% | +46.1% | +18.0% | +24.1% |
| 3Y | +34.1% | +85.9% | -51.9% | -17.5% |
| 5Y | +133.4% | +210.8% | -77.5% | -4.7% |
| All | +336.7% | +811.3% | -474.6% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling