+337.5%
COP vs LNG
+561.0%
-223.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | +1.0% | -4.5% | +5.4% | +4.0% |
| 30D | +9.6% | +4.7% | +4.9% | +5.9% |
| 3M | +15.0% | +15.1% | -0.1% | +3.9% |
| 6M | +21.8% | +13.6% | +8.2% | +10.5% |
| YTD | +49.6% | +44.0% | +5.7% | +15.1% |
| 1Y | +49.9% | +18.4% | +31.5% | +31.7% |
| 3Y | +22.6% | +75.9% | -53.3% | -21.2% |
| 5Y | +193.6% | +231.7% | -38.1% | +13.7% |
| All | +337.5% | +561.0% | -223.5% | +2.3% |
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