+97.2%
LNG vs CART
+40.2%
+57.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +11.3% | +1.3% | +10.0% | +11.2% |
| 30D | +10.6% | +19.2% | -8.5% | +8.9% |
| 3M | +16.1% | +17.6% | -1.4% | +14.3% |
| 6M | +29.6% | +47.4% | -17.8% | +24.6% |
| YTD | +60.3% | +30.9% | +29.4% | +55.7% |
| 1Y | +46.1% | +46.0% | +0.1% | +40.0% |
| 3Y | +85.9% | +130.3% | -44.4% | +72.7% |
| All | +97.2% | +40.2% | +57.0% | +85.0% |
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