-31.9%
CORZ vs LNG
+42.8%
-74.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +3.6% |
| 7D | -7.8% | -5.5% | -2.3% | -9.3% |
| 30D | -14.8% | +5.7% | -20.5% | -12.8% |
| 3M | -32.5% | +10.7% | -43.2% | -29.9% |
| 6M | -42.7% | +23.1% | -65.8% | -38.5% |
| YTD | -9.8% | +52.4% | -62.2% | -9.8% |
| 1Y | -31.9% | +40.0% | -72.0% | -35.7% |
| All | -31.9% | +42.8% | -74.7% | -35.7% |
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