+75.9%
LNG vs CART
+14.3%
+61.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.0% | +0.5% | -5.0% |
| 7D | -6.2% | -4.1% | -2.1% | -5.8% |
| 30D | +8.0% | -4.3% | +12.3% | +8.4% |
| 3M | +16.9% | +13.1% | +3.8% | +15.4% |
| 6M | +8.7% | +26.0% | -17.4% | +5.8% |
| YTD | +43.0% | +6.7% | +36.3% | +41.6% |
| 1Y | +19.4% | +6.3% | +13.2% | +18.0% |
| All | +75.9% | +14.3% | +61.6% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling