+24.4%
LNG vs CF
+62.4%
-38.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.5% |
| 7D | +3.4% | +6.0% | -2.6% | +1.4% |
| 30D | +14.9% | +14.8% | 0.0% | +9.5% |
| 3M | +21.4% | +14.1% | +7.3% | +15.9% |
| 6M | +17.8% | +28.5% | -10.7% | +8.0% |
| YTD | +51.3% | +74.9% | -23.7% | +28.4% |
| 1Y | +24.4% | +61.7% | -37.3% | +7.1% |
| All | +24.4% | +62.4% | -38.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling