+482.4%
CSX vs LNG
+545.4%
-63.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.6% | +0.7% |
| 7D | +0.6% | -6.2% | +6.8% | +2.3% |
| 30D | -2.3% | +8.0% | -10.3% | -4.5% |
| 3M | +4.3% | +16.9% | -12.6% | -0.4% |
| 6M | +23.4% | +8.7% | +14.7% | +19.2% |
| YTD | +36.4% | +43.0% | -6.6% | +21.6% |
| 1Y | +53.0% | +19.4% | +33.6% | +43.5% |
| 3Y | +70.6% | +74.7% | -4.1% | +39.7% |
| 5Y | +65.5% | +222.4% | -157.0% | +6.2% |
| 10Y | +482.4% | +532.2% | -49.9% | +193.6% |
| All | +482.4% | +545.4% | -63.1% | +193.6% |
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 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