+107.7%
COST vs LNG
+228.1%
-120.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.4% |
| 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% | +58.9% |
| All | +107.7% | +228.1% | -120.4% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling