+18.8%
LNG vs CAI
-11.0%
+29.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | -6.7% | -3.1% | -3.6% | -6.7% |
| 30D | +3.9% | +2.7% | +1.2% | +3.8% |
| 3M | +15.5% | +41.7% | -26.2% | +14.8% |
| 6M | +10.5% | +26.5% | -16.0% | +9.8% |
| YTD | +43.0% | -10.9% | +53.9% | +41.8% |
| 1Y | +18.9% | -29.2% | +48.1% | +18.8% |
| All | +18.8% | -11.0% | +29.8% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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