+1,178.8%
LNG vs CASY
+16,360.0%
-15,181.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +14.9% | -11.3% | +26.2% | +18.5% |
| 3M | +21.4% | -0.6% | +22.0% | +20.5% |
| 6M | +17.8% | +10.7% | +7.1% | +12.7% |
| YTD | +51.3% | +37.1% | +14.2% | +36.0% |
| 1Y | +24.4% | +52.3% | -27.9% | +8.2% |
| 3Y | +79.7% | +215.2% | -135.5% | +23.4% |
| 5Y | +241.3% | +276.5% | -35.2% | +119.6% |
| 10Y | +603.1% | +508.4% | +94.8% | +276.3% |
| All | +1,178.8% | +16,360.0% | -15,181.2% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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