+72.2%
CSX vs LNG
+82.1%
-9.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.4% | +3.4% | -6.8% | -3.8% |
| 30D | -3.1% | +14.9% | -17.9% | -4.9% |
| 3M | +7.2% | +21.4% | -14.2% | +4.5% |
| 6M | +16.2% | +17.8% | -1.6% | +12.8% |
| YTD | +37.5% | +51.3% | -13.7% | +27.6% |
| 1Y | +53.2% | +24.4% | +28.8% | +47.2% |
| All | +72.2% | +82.1% | -9.9% | +51.0% |
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 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