+109.6%
CTAS vs LNG
+222.3%
-112.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.0% | -6.7% | +7.7% | +2.0% |
| 30D | -1.1% | +3.9% | -4.9% | -1.7% |
| 3M | +11.5% | +15.5% | -4.0% | +8.6% |
| 6M | +0.2% | +10.5% | -10.3% | -2.3% |
| YTD | +7.2% | +43.0% | -35.8% | -0.4% |
| 1Y | 0.0% | +18.9% | -18.9% | -3.8% |
| 3Y | +65.9% | +74.7% | -8.7% | +48.4% |
| 5Y | +109.6% | +231.2% | -121.7% | +64.7% |
| All | +109.6% | +222.3% | -112.7% | +64.7% |
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 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