+379.9%
CSCO vs LNG
+562.2%
-182.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +2.7% | -4.7% | +7.4% | +3.7% |
| 30D | -9.5% | +3.8% | -13.3% | -10.3% |
| 3M | -7.6% | +16.2% | -23.8% | -10.8% |
| 6M | +44.9% | +11.7% | +33.2% | +40.5% |
| YTD | +47.7% | +44.2% | +3.5% | +35.1% |
| 1Y | +69.1% | +18.6% | +50.5% | +61.4% |
| 3Y | +113.5% | +77.4% | +36.1% | +84.2% |
| 5Y | +122.8% | +232.3% | -109.5% | +59.9% |
| All | +379.9% | +562.2% | -182.3% | +194.2% |
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