+687.5%
LNG vs CF
+5,315.1%
-4,627.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -15.9% | -3.2% | -12.7% | -14.9% |
| 30D | +2.1% | +4.3% | -2.2% | +0.1% |
| 3M | +4.8% | +2.8% | +2.0% | +2.9% |
| 6M | +6.8% | +0.6% | +6.2% | +5.3% |
| YTD | +44.0% | +56.6% | -12.6% | +16.2% |
| 1Y | +34.9% | +49.6% | -14.7% | +10.8% |
| 3Y | +67.3% | +61.5% | +5.8% | +28.5% |
| 5Y | +170.1% | +124.0% | +46.1% | +72.3% |
| 10Y | +693.0% | +573.2% | +119.9% | +176.8% |
| All | +687.5% | +5,315.1% | -4,627.7% | +27.0% |
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