+77.4%
LNG vs CBOE
+89.1%
-11.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -4.7% | -5.8% | +1.1% | -4.4% |
| 30D | +3.8% | -3.1% | +7.0% | +3.9% |
| 3M | +16.2% | -4.8% | +20.9% | +16.2% |
| 6M | +11.7% | -0.6% | +12.3% | +11.5% |
| YTD | +44.2% | +12.8% | +31.4% | +43.5% |
| 1Y | +18.6% | +19.8% | -1.2% | +17.9% |
| 3Y | +77.4% | +86.9% | -9.5% | +93.5% |
| All | +77.4% | +89.1% | -11.7% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 3y: compounded portfolio wealth divided by compounded CBOE 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…
3y analysis · Full analysis span regression · 6 months rolling