+1,854.0%
KO vs LNG
+1,116.8%
+737.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | +5.8% | +15.1% | -9.4% | +5.4% |
| 6M | +14.3% | +13.6% | +0.7% | +13.9% |
| YTD | +27.3% | +44.0% | -16.6% | +26.3% |
| 1Y | +33.2% | +18.4% | +14.8% | +32.6% |
| 3Y | +64.5% | +75.9% | -11.4% | +62.4% |
| 5Y | +83.1% | +231.7% | -148.6% | +78.3% |
| 10Y | +183.9% | +549.0% | -365.1% | +172.1% |
| All | +1,854.0% | +1,116.8% | +737.1% | +1,630.2% |
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 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