+5.6%
CVS vs LNG
+42.0%
-36.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.2% | -6.4% | -12.0% |
| 7D | -11.1% | -1.9% | -9.2% | -10.5% |
| 30D | -7.4% | +6.2% | -13.7% | -6.8% |
| 3M | -22.9% | +13.7% | -36.6% | -22.3% |
| 6M | -1.2% | +7.5% | -8.7% | -0.8% |
| YTD | +3.9% | +51.3% | -47.4% | +4.6% |
| 1Y | +5.6% | +42.6% | -37.1% | +5.2% |
| All | +5.6% | +42.0% | -36.4% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling