+3,524.7%
COP vs LNG
+1,178.8%
+2,345.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | +3.0% | +3.4% | -0.4% | +2.8% |
| 30D | +17.5% | +14.9% | +2.6% | +16.5% |
| 3M | +13.4% | +21.4% | -8.0% | +12.1% |
| 6M | +17.7% | +17.8% | -0.1% | +16.6% |
| YTD | +46.6% | +51.3% | -4.7% | +43.1% |
| 1Y | +44.6% | +24.4% | +20.2% | +42.8% |
| 3Y | +20.7% | +79.7% | -59.0% | +16.7% |
| 5Y | +185.0% | +241.3% | -56.3% | +167.0% |
| 10Y | +347.0% | +603.1% | -256.1% | +306.4% |
| All | +3,524.7% | +1,178.8% | +2,345.9% | +2,815.6% |
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