+46.1%
LNG vs CF
+50.1%
-3.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +11.3% | +4.8% | +6.6% | +9.7% |
| 30D | +10.6% | +4.7% | +5.9% | +9.0% |
| 3M | +16.1% | +7.4% | +8.7% | +12.8% |
| 6M | +29.6% | +0.6% | +29.0% | +28.3% |
| YTD | +60.3% | +64.1% | -3.8% | +37.3% |
| 1Y | +46.1% | +51.4% | -5.3% | +26.4% |
| All | +46.1% | +50.1% | -3.9% | +26.4% |
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