+1,108.8%
LNG vs CAG
+358.7%
+750.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.2% |
| 7D | -6.2% | -5.3% | -0.9% | -5.0% |
| 30D | +8.0% | +1.0% | +7.0% | +7.7% |
| 3M | +16.9% | +17.4% | -0.5% | +12.5% |
| 6M | +8.7% | -16.8% | +25.5% | +12.3% |
| YTD | +43.0% | -6.8% | +49.8% | +43.9% |
| 1Y | +19.4% | -15.4% | +34.8% | +22.5% |
| 3Y | +74.7% | -37.1% | +111.8% | +88.7% |
| 5Y | +222.4% | -41.3% | +263.7% | +249.7% |
| 10Y | +532.2% | -35.5% | +567.7% | +538.1% |
| All | +1,108.8% | +358.7% | +750.1% | +505.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling