+48.2%
CSX vs LNG
+164.0%
-115.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -5.5% | -15.9% | +10.3% | -2.9% |
| 30D | +4.9% | +2.1% | +2.8% | +4.3% |
| 3M | -2.9% | +4.8% | -7.7% | -4.0% |
| 6M | +8.3% | +6.8% | +1.5% | +6.5% |
| YTD | +36.7% | +44.0% | -7.3% | +25.8% |
| 1Y | +41.5% | +34.9% | +6.6% | +31.8% |
| 3Y | +68.6% | +67.3% | +1.3% | +47.8% |
| All | +48.2% | +164.0% | -115.8% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling