+41.0%
CVS vs LNG
+561.0%
-520.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -2.0% | -4.5% | +2.5% | -1.3% |
| 30D | +1.9% | +4.7% | -2.8% | +1.2% |
| 3M | -2.2% | +15.1% | -17.3% | -4.5% |
| 6M | +26.7% | +13.6% | +13.2% | +23.5% |
| YTD | +22.9% | +44.0% | -21.1% | +15.0% |
| 1Y | +32.9% | +18.4% | +14.5% | +28.4% |
| 3Y | +62.3% | +75.9% | -13.6% | +44.6% |
| 5Y | +34.2% | +231.7% | -197.4% | +4.0% |
| All | +41.0% | +561.0% | -520.0% | -0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling