+550.0%
LNG vs CAG
-36.2%
+586.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -4.7% | -5.7% | +1.0% | -4.1% |
| 30D | +3.8% | -2.4% | +6.2% | +4.1% |
| 3M | +16.2% | +9.8% | +6.4% | +14.7% |
| 6M | +11.7% | -10.8% | +22.5% | +12.8% |
| YTD | +44.2% | -10.8% | +55.0% | +45.4% |
| 1Y | +18.6% | -19.0% | +37.5% | +20.9% |
| 3Y | +77.4% | -39.7% | +117.1% | +86.0% |
| 5Y | +232.3% | -43.0% | +275.2% | +248.4% |
| All | +550.0% | -36.2% | +586.2% | +558.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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