+425.9%
CORZ vs LNG
+72.9%
+353.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +7.6% | -6.7% | +14.4% | +9.1% |
| 30D | -6.9% | +3.9% | -10.8% | -8.2% |
| 3M | -33.0% | +15.5% | -48.5% | -36.3% |
| 6M | +19.3% | +10.5% | +8.8% | +12.9% |
| YTD | +24.2% | +43.0% | -18.7% | +2.5% |
| 1Y | +24.5% | +18.9% | +5.6% | +13.0% |
| All | +425.9% | +72.9% | +353.0% | +358.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling