+231.7%
LNG vs CAG
-42.8%
+274.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.8% |
| 7D | -4.5% | -5.9% | +1.4% | -4.2% |
| 30D | +4.7% | -1.5% | +6.2% | +4.8% |
| 3M | +15.1% | +11.5% | +3.7% | +14.3% |
| 6M | +13.6% | -15.7% | +29.3% | +14.3% |
| YTD | +44.0% | -10.2% | +54.2% | +44.4% |
| 1Y | +18.4% | -18.1% | +36.4% | +19.4% |
| 3Y | +75.9% | -39.4% | +115.3% | +78.7% |
| 5Y | +231.7% | -42.6% | +274.3% | +233.5% |
| All | +231.7% | -42.8% | +274.5% | +233.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling