+726.7%
LNG vs CF
+494.2%
+232.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.1% |
| 7D | -5.5% | +4.8% | -10.2% | -7.1% |
| 30D | +5.7% | +9.7% | -4.0% | +2.1% |
| 3M | +10.7% | +1.2% | +9.5% | +9.6% |
| 6M | +23.1% | +7.4% | +15.7% | +18.8% |
| YTD | +52.4% | +60.5% | -8.1% | +25.4% |
| 1Y | +40.0% | +50.7% | -10.7% | +17.7% |
| 3Y | +76.0% | +64.8% | +11.2% | +39.1% |
| 5Y | +194.7% | +115.8% | +78.9% | +103.3% |
| 10Y | +726.7% | +481.0% | +245.7% | +289.3% |
| All | +726.7% | +494.2% | +232.5% | +289.3% |
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