+79.5%
CSX vs LNG
+86.1%
-6.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.8% |
| 7D | +3.1% | +10.9% | -7.9% | +1.9% |
| 30D | +9.7% | +8.1% | +1.6% | +8.6% |
| 3M | +4.9% | +15.7% | -10.8% | +2.9% |
| 6M | +18.4% | +27.2% | -8.9% | +14.7% |
| YTD | +45.9% | +60.7% | -14.8% | +34.5% |
| 1Y | +50.0% | +46.3% | +3.7% | +40.5% |
| All | +79.5% | +86.1% | -6.6% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling