+68.5%
COST vs LNG
+74.6%
-6.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.2% | -4.7% | +3.5% | -0.8% |
| 30D | -4.7% | +3.8% | -8.5% | -5.0% |
| 3M | -7.1% | +16.2% | -23.3% | -8.4% |
| 6M | -8.5% | +11.7% | -20.2% | -9.7% |
| YTD | +5.4% | +44.2% | -38.8% | +1.4% |
| 1Y | -5.6% | +18.6% | -24.2% | -7.3% |
| 3Y | +68.5% | +77.4% | -8.9% | +62.0% |
| All | +68.5% | +74.6% | -6.1% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling