+3,681.3%
COP vs LNG
+1,258.4%
+2,422.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | +3.4% | +10.9% | -7.6% | +2.7% |
| 30D | -0.6% | +8.1% | -8.7% | -1.1% |
| 3M | +10.8% | +15.7% | -4.9% | +9.8% |
| 6M | +19.6% | +27.2% | -7.6% | +17.9% |
| YTD | +52.9% | +60.7% | -7.8% | +48.7% |
| 1Y | +62.2% | +46.3% | +15.9% | +58.6% |
| 3Y | +32.4% | +85.6% | -53.3% | +27.7% |
| 5Y | +129.7% | +211.6% | -81.8% | +116.0% |
| 10Y | +331.8% | +810.9% | -479.2% | +288.2% |
| All | +3,681.3% | +1,258.4% | +2,422.9% | +2,930.2% |
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