+53.2%
CSX vs LNG
+23.0%
+30.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -3.4% | +3.4% | -6.8% | -3.4% |
| 30D | -3.1% | +14.9% | -17.9% | -3.2% |
| 3M | +7.2% | +21.4% | -14.2% | +7.4% |
| 6M | +16.2% | +17.8% | -1.6% | +14.8% |
| YTD | +37.5% | +51.3% | -13.7% | +32.3% |
| 1Y | +53.2% | +24.4% | +28.8% | +51.3% |
| All | +53.2% | +23.0% | +30.2% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling