+802.4%
LNG vs CF
+478.3%
+324.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.1% |
| 7D | +10.9% | +5.4% | +5.6% | +8.9% |
| 30D | +8.1% | +6.5% | +1.6% | +5.5% |
| 3M | +15.7% | +4.6% | +11.1% | +13.2% |
| 6M | +27.2% | -3.3% | +30.5% | +27.8% |
| YTD | +60.7% | +63.9% | -3.2% | +31.2% |
| 1Y | +46.3% | +50.4% | -4.2% | +23.0% |
| 3Y | +85.6% | +68.2% | +17.4% | +45.5% |
| 5Y | +211.6% | +113.8% | +97.7% | +115.5% |
| All | +802.4% | +478.3% | +324.1% | +322.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling