+42.6%
LNG vs CAH
+38.5%
+4.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.6% | -9.7% | -6.0% |
| 7D | -1.9% | +7.0% | -8.9% | -1.7% |
| 30D | +6.2% | +12.4% | -6.1% | +6.4% |
| 3M | +13.7% | +12.2% | +1.6% | +14.0% |
| 6M | +7.5% | +33.2% | -25.7% | +8.5% |
| YTD | +51.3% | +28.4% | +22.9% | +51.0% |
| 1Y | +42.6% | +35.0% | +7.6% | +42.4% |
| All | +42.6% | +38.5% | +4.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling