+1,119.0%
LNG vs CAKE
+3,634.3%
-2,515.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -4.7% | -4.5% | -0.1% | -3.7% |
| 30D | +3.8% | -12.4% | +16.3% | +6.9% |
| 3M | +16.2% | +37.3% | -21.2% | +7.3% |
| 6M | +11.7% | +70.7% | -59.0% | -2.6% |
| YTD | +44.2% | +106.0% | -61.8% | +19.7% |
| 1Y | +18.6% | +79.7% | -61.1% | +1.2% |
| 3Y | +77.4% | +267.8% | -190.4% | +23.7% |
| 5Y | +232.3% | +159.9% | +72.4% | +140.6% |
| 10Y | +550.1% | +154.3% | +395.8% | +311.0% |
| All | +1,119.0% | +3,634.3% | -2,515.3% | +368.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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