+414.9%
CSX vs LNG
+811.3%
-396.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +6.0% | +11.3% | -5.4% | +3.0% |
| 30D | +7.8% | +10.6% | -2.8% | +4.6% |
| 3M | +4.1% | +16.1% | -12.0% | -0.6% |
| 6M | +17.9% | +29.6% | -11.6% | +9.0% |
| YTD | +44.9% | +60.3% | -15.4% | +24.6% |
| 1Y | +51.1% | +46.1% | +5.0% | +33.4% |
| 3Y | +78.3% | +85.9% | -7.7% | +43.2% |
| 5Y | +58.1% | +210.8% | -152.7% | +3.2% |
| All | +414.9% | +811.3% | -396.4% | +135.0% |
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 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