+116.0%
CTAS vs LNG
+211.7%
-95.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +2.0% | +11.3% | -9.4% | +0.3% |
| 30D | +8.7% | +10.6% | -1.9% | +6.8% |
| 3M | +13.3% | +16.1% | -2.8% | +10.3% |
| 6M | +39.4% | +29.6% | +9.8% | +33.0% |
| YTD | +21.5% | +60.3% | -38.8% | +10.4% |
| 1Y | +21.9% | +46.1% | -24.2% | +12.8% |
| 3Y | +73.6% | +85.9% | -12.3% | +53.3% |
| All | +116.0% | +211.7% | -95.6% | +68.3% |
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