+231.7%
LNG vs CG
+2.7%
+229.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.0% | +1.1% |
| 7D | -4.5% | -9.8% | +5.3% | -3.0% |
| 30D | +4.7% | -10.3% | +15.0% | +6.3% |
| 3M | +15.1% | -1.7% | +16.8% | +14.8% |
| 6M | +13.6% | -9.8% | +23.4% | +14.5% |
| YTD | +44.0% | -25.6% | +69.5% | +49.8% |
| 1Y | +18.4% | -32.5% | +50.9% | +25.1% |
| 3Y | +75.9% | +45.6% | +30.2% | +56.3% |
| 5Y | +231.7% | +3.7% | +228.0% | +205.0% |
| All | +231.7% | +2.7% | +229.0% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling