+81.6%
KO vs LNG
+227.5%
-145.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -1.1% | -4.5% | +3.4% | -1.0% |
| 30D | +1.6% | +4.7% | -3.1% | +1.4% |
| 3M | +5.8% | +15.1% | -9.4% | +5.1% |
| 6M | +14.3% | +13.6% | +0.7% | +13.5% |
| YTD | +27.3% | +44.0% | -16.6% | +25.1% |
| 1Y | +33.2% | +18.4% | +14.8% | +32.1% |
| 3Y | +64.5% | +75.9% | -11.4% | +59.1% |
| All | +81.6% | +227.5% | -145.9% | +70.2% |
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 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