+67.3%
LNG vs CF
+57.7%
+9.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -15.9% | -3.2% | -12.7% | -15.1% |
| 30D | +2.1% | +4.3% | -2.2% | +0.8% |
| 3M | +4.8% | +2.8% | +2.0% | +3.5% |
| 6M | +6.8% | +0.6% | +6.2% | +5.9% |
| YTD | +44.0% | +56.6% | -12.6% | +26.1% |
| 1Y | +34.9% | +49.6% | -14.7% | +19.4% |
| 3Y | +67.3% | +61.5% | +5.8% | +45.5% |
| All | +67.3% | +57.7% | +9.6% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling