+12,147.0%
CTAS vs LNG
+1,255.2%
+10,891.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +2.0% | +11.3% | -9.4% | +1.6% |
| 30D | +8.7% | +10.6% | -1.9% | +8.2% |
| 3M | +13.3% | +16.1% | -2.8% | +12.6% |
| 6M | +39.4% | +29.6% | +9.8% | +37.9% |
| YTD | +21.5% | +60.3% | -38.8% | +19.2% |
| 1Y | +21.9% | +46.1% | -24.2% | +19.9% |
| 3Y | +73.6% | +85.9% | -12.3% | +69.2% |
| 5Y | +116.2% | +210.8% | -94.6% | +106.2% |
| 10Y | +818.2% | +808.8% | +9.4% | +742.4% |
| All | +12,147.0% | +1,255.2% | +10,891.8% | +9,729.4% |
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