+275.5%
LNG vs CFG
+396.4%
-120.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.4% | +1.5% | +1.9% | +2.8% |
| 30D | +14.9% | -3.8% | +18.7% | +16.3% |
| 3M | +21.4% | +11.5% | +9.9% | +16.4% |
| 6M | +17.8% | +19.2% | -1.4% | +9.8% |
| YTD | +51.3% | +23.7% | +27.6% | +38.8% |
| 1Y | +24.4% | +38.8% | -14.4% | +9.0% |
| 3Y | +79.7% | +178.9% | -99.2% | +17.5% |
| 5Y | +241.3% | +101.8% | +139.5% | +140.8% |
| 10Y | +603.1% | +317.3% | +285.9% | +207.1% |
| All | +275.5% | +396.4% | -120.8% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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