+3,741.2%
COP vs LNG
+1,255.2%
+2,486.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +4.4% | +11.3% | -6.9% | +3.7% |
| 30D | 0.0% | +10.6% | -10.7% | -0.6% |
| 3M | +15.0% | +16.1% | -1.1% | +14.0% |
| 6M | +22.0% | +29.6% | -7.5% | +20.1% |
| YTD | +55.3% | +60.3% | -5.0% | +51.1% |
| 1Y | +64.1% | +46.1% | +18.0% | +60.5% |
| 3Y | +34.1% | +85.9% | -51.9% | +29.3% |
| 5Y | +133.4% | +210.8% | -77.5% | +119.5% |
| 10Y | +338.6% | +808.8% | -470.2% | +294.4% |
| All | +3,741.2% | +1,255.2% | +2,486.0% | +2,978.6% |
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 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