+15,408.6%
COST vs LNG
+1,108.4%
+14,300.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.8% | -6.7% | +3.9% | -2.7% |
| 30D | -5.3% | +3.9% | -9.1% | -5.3% |
| 3M | -6.7% | +15.5% | -22.2% | -6.9% |
| 6M | -9.9% | +10.5% | -20.5% | -10.2% |
| YTD | +5.1% | +43.0% | -37.8% | +4.3% |
| 1Y | -7.3% | +18.9% | -26.2% | -7.7% |
| 3Y | +70.4% | +74.7% | -4.3% | +68.3% |
| 5Y | +104.4% | +231.2% | -126.8% | +99.1% |
| 10Y | +609.0% | +544.5% | +64.5% | +579.2% |
| All | +15,408.6% | +1,108.4% | +14,300.1% | +13,494.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling