+222.1%
LNG vs CBOE
+136.7%
+85.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -4.7% | -5.8% | +1.1% | -3.9% |
| 30D | +3.8% | -3.1% | +7.0% | +4.2% |
| 3M | +16.2% | -4.8% | +20.9% | +16.7% |
| 6M | +11.7% | -0.6% | +12.3% | +10.8% |
| YTD | +44.2% | +12.8% | +31.4% | +40.0% |
| 1Y | +18.6% | +19.8% | -1.2% | +13.9% |
| 3Y | +77.4% | +86.9% | -9.5% | +53.2% |
| All | +222.1% | +136.7% | +85.4% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling