+74.7%
LNG vs CF
+76.4%
-1.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.6% |
| 3M | +16.9% | +23.4% | -6.5% | +9.6% |
| 6M | +8.7% | +17.1% | -8.4% | +2.7% |
| YTD | +43.0% | +76.2% | -33.2% | +20.8% |
| 1Y | +19.4% | +62.3% | -42.8% | +2.8% |
| 3Y | +74.7% | +71.8% | +2.9% | +46.7% |
| All | +74.7% | +76.4% | -1.7% | +46.7% |
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