+193.3%
COP vs LNG
+222.3%
-28.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | -6.7% | +6.2% | +3.6% |
| 30D | +11.7% | +3.9% | +7.9% | +8.9% |
| 3M | +17.7% | +15.5% | +2.2% | +7.4% |
| 6M | +18.3% | +10.5% | +7.8% | +10.5% |
| YTD | +49.1% | +43.0% | +6.1% | +19.1% |
| 1Y | +53.3% | +18.9% | +34.4% | +36.7% |
| 3Y | +22.2% | +74.7% | -52.5% | -16.8% |
| 5Y | +193.3% | +231.2% | -37.9% | +31.9% |
| All | +193.3% | +222.3% | -28.9% | +31.9% |
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