+10,727.2%
CTAS vs LNG
+1,178.8%
+9,548.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.8% | +3.4% | -5.2% | -1.9% |
| 30D | -0.2% | +14.9% | -15.1% | -0.7% |
| 3M | +11.7% | +21.4% | -9.7% | +10.8% |
| 6M | +0.7% | +17.8% | -17.1% | 0.0% |
| YTD | +7.4% | +51.3% | -43.9% | +5.6% |
| 1Y | -2.1% | +24.4% | -26.5% | -3.0% |
| 3Y | +62.9% | +79.7% | -16.7% | +59.0% |
| 5Y | +111.9% | +241.3% | -129.4% | +101.5% |
| 10Y | +652.2% | +603.1% | +49.1% | +595.8% |
| All | +10,727.2% | +1,178.8% | +9,548.4% | +8,613.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling