+77.4%
LNG vs CGNX
+49.8%
+27.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | +0.1% |
| 7D | -4.7% | +3.2% | -7.8% | -4.8% |
| 30D | +3.8% | +6.0% | -2.2% | +3.6% |
| 3M | +16.2% | +3.5% | +12.6% | +15.7% |
| 6M | +11.7% | +26.3% | -14.6% | +9.6% |
| YTD | +44.2% | +79.2% | -35.0% | +35.5% |
| 1Y | +18.6% | +43.8% | -25.2% | +13.9% |
| 3Y | +77.4% | +52.0% | +25.5% | +59.1% |
| All | +77.4% | +49.8% | +27.6% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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