+606.1%
COST vs LNG
+562.2%
+43.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.2% | -4.7% | +3.5% | -0.8% |
| 30D | -4.7% | +3.8% | -8.5% | -5.1% |
| 3M | -7.1% | +16.2% | -23.3% | -8.5% |
| 6M | -8.5% | +11.7% | -20.2% | -9.7% |
| YTD | +5.4% | +44.2% | -38.8% | +1.5% |
| 1Y | -5.6% | +18.6% | -24.2% | -7.4% |
| 3Y | +68.5% | +77.4% | -8.9% | +58.6% |
| 5Y | +105.2% | +232.3% | -127.0% | +80.6% |
| All | +606.1% | +562.2% | +43.9% | +503.7% |
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 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