+727.3%
LNG vs CF
+5,948.3%
-5,221.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.7% |
| 7D | +3.4% | +6.0% | -2.6% | +0.9% |
| 30D | +14.9% | +14.8% | 0.0% | +8.3% |
| 3M | +21.4% | +14.1% | +7.3% | +14.5% |
| 6M | +17.8% | +28.5% | -10.7% | +4.0% |
| YTD | +51.3% | +74.9% | -23.7% | +17.2% |
| 1Y | +24.4% | +61.7% | -37.3% | -0.9% |
| 3Y | +79.7% | +80.3% | -0.7% | +32.1% |
| 5Y | +241.3% | +226.0% | +15.4% | +85.9% |
| 10Y | +603.1% | +569.9% | +33.3% | +146.3% |
| All | +727.3% | +5,948.3% | -5,221.0% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling