+114.8%
CSCO vs LNG
+222.3%
-107.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | 0.0% | -6.7% | +6.7% | +0.9% |
| 30D | -10.7% | +3.9% | -14.6% | -11.3% |
| 3M | -8.7% | +15.5% | -24.3% | -10.8% |
| 6M | +44.9% | +10.5% | +34.4% | +42.1% |
| YTD | +44.1% | +43.0% | +1.2% | +35.5% |
| 1Y | +65.9% | +18.9% | +47.0% | +60.6% |
| 3Y | +109.0% | +74.7% | +34.4% | +90.4% |
| 5Y | +114.8% | +231.2% | -116.5% | +82.0% |
| All | +114.8% | +222.3% | -107.5% | +82.0% |
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 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