+82.0%
LNG vs CART
+39.2%
+42.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.2% | +2.7% |
| 7D | -8.4% | +1.5% | -9.9% | -8.5% |
| 30D | +2.7% | +22.4% | -19.7% | +0.8% |
| 3M | +11.7% | +16.5% | -4.8% | +10.1% |
| 6M | +19.5% | +44.9% | -25.4% | +15.1% |
| YTD | +48.0% | +30.0% | +18.0% | +43.8% |
| 1Y | +38.4% | +59.1% | -20.7% | +31.2% |
| 3Y | +71.9% | +138.8% | -66.9% | +59.5% |
| All | +82.0% | +39.2% | +42.8% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling