+1,015.3%
LNG vs CDW
+903.1%
+112.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +3.4% | +3.2% | +0.2% | +2.4% |
| 30D | +14.9% | +9.3% | +5.6% | +11.4% |
| 3M | +21.4% | +9.8% | +11.6% | +16.8% |
| 6M | +17.8% | +23.3% | -5.5% | +7.4% |
| YTD | +51.3% | +13.7% | +37.6% | +41.0% |
| 1Y | +24.4% | -6.5% | +30.9% | +23.3% |
| 3Y | +79.7% | -25.2% | +104.9% | +87.0% |
| 5Y | +241.3% | -19.5% | +260.8% | +237.9% |
| 10Y | +603.1% | +285.8% | +317.3% | +286.1% |
| All | +1,015.3% | +903.1% | +112.2% | +416.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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