+77.1%
LNG vs CHD
+0.5%
+76.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | -4.5% | -4.7% | +0.2% | -4.4% |
| 30D | +4.7% | -8.3% | +13.0% | +4.7% |
| 3M | +15.1% | -4.0% | +19.2% | +15.2% |
| 6M | +13.6% | -6.5% | +20.1% | +13.8% |
| YTD | +44.0% | +13.1% | +30.9% | +43.5% |
| 1Y | +18.4% | +2.3% | +16.0% | +18.2% |
| All | +77.1% | +0.5% | +76.6% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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