+412.6%
CSX vs LNG
+711.1%
-298.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | 0.0% | +2.0% |
| 7D | -2.2% | -8.4% | +6.2% | 0.0% |
| 30D | +6.8% | +2.7% | +4.1% | +5.7% |
| 3M | +0.7% | +11.7% | -11.0% | -2.9% |
| 6M | +13.3% | +19.5% | -6.2% | +7.0% |
| YTD | +40.5% | +48.0% | -7.4% | +23.5% |
| 1Y | +44.7% | +38.4% | +6.3% | +29.5% |
| 3Y | +74.5% | +71.9% | +2.6% | +43.2% |
| 5Y | +52.0% | +179.9% | -127.9% | +2.4% |
| 10Y | +412.6% | +700.5% | -287.8% | +143.8% |
| All | +412.6% | +711.1% | -298.4% | +143.8% |
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