+9,071.2%
LNG vs CBOE
+978.8%
+8,092.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.0% |
| 7D | -4.7% | -5.8% | +1.1% | -2.7% |
| 30D | +3.8% | -3.1% | +7.0% | +4.7% |
| 3M | +16.2% | -4.8% | +20.9% | +17.3% |
| 6M | +11.7% | -0.6% | +12.3% | +9.6% |
| YTD | +44.2% | +12.8% | +31.4% | +34.7% |
| 1Y | +18.6% | +19.8% | -1.2% | +8.1% |
| 3Y | +77.4% | +86.9% | -9.5% | +32.3% |
| 5Y | +232.3% | +136.5% | +95.7% | +120.6% |
| 10Y | +550.1% | +368.4% | +181.7% | +169.0% |
| All | +9,071.2% | +978.8% | +8,092.4% | +1,390.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling