+683.1%
CTAS vs LNG
+562.2%
+120.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +0.5% | -4.7% | +5.2% | +1.8% |
| 30D | -0.7% | +3.8% | -4.5% | -1.9% |
| 3M | +11.1% | +16.2% | -5.1% | +5.9% |
| 6M | +2.1% | +11.7% | -9.6% | -2.3% |
| YTD | +8.0% | +44.2% | -36.3% | -4.5% |
| 1Y | -0.5% | +18.6% | -19.0% | -6.7% |
| 3Y | +66.2% | +77.4% | -11.2% | +35.4% |
| 5Y | +109.2% | +232.3% | -123.1% | +30.4% |
| All | +683.1% | +562.2% | +120.9% | +269.9% |
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