-41.3%
CORZ vs LNG
+42.0%
-83.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -6.2% | -4.2% | -11.8% |
| 7D | -14.9% | -1.9% | -13.0% | -14.7% |
| 30D | -23.1% | +6.2% | -29.3% | -20.8% |
| 3M | -44.1% | +13.7% | -57.8% | -41.0% |
| 6M | -39.5% | +7.5% | -47.0% | -36.0% |
| YTD | -12.4% | +51.3% | -63.7% | -8.4% |
| 1Y | -41.3% | +42.6% | -83.9% | -42.6% |
| All | -41.3% | +42.0% | -83.3% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling