+532.2%
LNG vs CF
+589.1%
-56.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.7% |
| 7D | -6.2% | -0.9% | -5.2% | -5.9% |
| 30D | +8.0% | +18.1% | -10.1% | +1.6% |
| 3M | +16.9% | +23.4% | -6.5% | +8.1% |
| 6M | +8.7% | +17.1% | -8.4% | +1.2% |
| YTD | +43.0% | +76.2% | -33.2% | +14.6% |
| 1Y | +19.4% | +62.3% | -42.8% | -1.8% |
| 3Y | +74.7% | +71.8% | +2.9% | +36.9% |
| 5Y | +222.4% | +234.6% | -12.1% | +91.3% |
| 10Y | +532.2% | +574.3% | -42.0% | +198.8% |
| All | +532.2% | +589.1% | -56.9% | +198.8% |
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